I don't have particular 'cheat' days, because I eat what I want, when I want it. Luckily, I've gotten to the point where (most of!) what I want is healthy. I'd hate to feel deprived! But I don't, because most of the 'cheat' foods I used to eat are not even what I consider 'food' anymore.
I actually find the concept of being so rigid that any deviation from a specific diet is considered 'cheating' kind of sad.