There are many tactics you can use. If your biggest problem is regretting your larger purchases, I'd suggest giving yourself rules before making any purchases over a certain minimum dollar amount that you set for yourself. For example, if that amount is $50 for an item, then any item starting at an average price of $51 would be subject to these rules.
- Give yourself a cooling off period between when you first desire the item and when you actually buy it. Unless it is some sort of needed item, try a month. If you need it in the short term (ex: replacement work shoes when your sole is wearing through), try 3 days. Spend time living without the item. At the end of the period, you should have a better idea of whether the item itself will truly enhance your life, or whether it was just an impulse buy.
- If at the end of this period the item is something that will enhance your life in a meaningful way (not just gain the respect of peers who are only impressed by the latest toys and a lifestyle that looks expensive), budget for it. Set aside a certain amount of your discretionary income. Obviously with needed expensive items this isn't always possible, but for that you may want to consider something like a "life happens" fund that is always in your monthly budget, deducted from your paycheck and put into its own savings account.
- While saving for your item, shop around for it. Try to combine a sale and a coupon and the longest lasting model before buying. This will take time and effort, making it harder to buy expensive items with a snap.
One of your long-term goals ought to be to become the kind of person who finds joy in saving money rather than spending it. Make friends with frugal people - look for those who prefer games nights and potlucks to nights out at the club buying expensive drinks and dinners at the newest steak joint in town. Learn the thrill of a deal, but even more learn the thrill of your savings growing. You don't want to enjoy money in the bank for the purposes of becoming a miser. Instead you want to realize that money in the bank helps you achieve your goals — buying the house you want, donating a significant amount of money to a cause you ardently support, allowing you to take a dream vacation, letting you buy with cash the car you always wanted, the possibilities are endless. As Dave Ramsey says, "Live like no one else, so you can live like no one else."