I was going to say books and food, because I buy far too many books, far too much junk food and eat out too much, too - but those are bad habits, not splurges.
I am not a coffee drinker, but there is a Jamba Juice on my way to my current job, and I have started buying fresh-squeezed orange juice there about once a week. That's a splurge, because it's $2.75 for the 12 oz. size or $3.55 for the 16 oz. size, and that's more orange juice than I should be drinking anyway. But I tell myself that most people pay more than that for a Starbucks coffee, and they do it every day.
I guess my other splurge is sea bass (Chilean or otherwise), because it costs so much in restaurants, but oh, it is so good!