I actually don't feel guilt over things that give me the most pleasure.. even when I probably should feel a little guilty.
But for some little things:
~All things chocolatey, sugary, sweet and artery-clogging. My taste buds have no conscience. I eat waaay too much junk food.
~Wasting money on all kinds of useless knick-knacks. I
still buy old Lisa Frank products on ebay and weird figurines and whatnot are all over my house and dorm. For instance, I have a crazy cat lady action figure that comes complete with her own set of half a dozen cats or so. $12 down the drain. But so, so worth it.
EDIT:
That would actually be a very guilty pleasure of mine. Along with lots of other embarassing lovey song stuffs.