As others have pointed out, it sounds like the problem isn't the accessibility of your money, the problem is willpower. So, address that instead. How?
Willpower is both a finite resource AND a resource that can be increased -- like muscle strength.
Since willpower is finite, break down the problem into as many pieces as possible, then address only one of those pieces at a time. "Be more sensible with my money" is nebulous, vague, and large; there's no place to start.
So break it apart: first thing is the one example in your question -- you go out on payday with friends/coworkers, intending to only buy a couple of beers (alcohol lowers willpower), and end up blowing through far more. So, what about making a rule to not go out on payday?
Nice idea, but that might still be too hard to do -- if you have a habit of going out with them on payday, then this has become your community, and you will feel the loneliness of not going out with them, as well as the social pressure from them to do as you've always done. So, set up a different habit for that night, one that both involves the obligation of going there instead, and other people who will expect you to be there. Some examples would be a sport that happens to practice or compete on payday nights, or some charity that happens to need you at that time.
Once you've broken that habit (and exulted in the resulting fattening of your wallet), look for other, similar leaks. I'm going to guess that all your money gets spent on going out to pubs (as opposed, say, to buying bric-a-brac you don't need). If so, then you need to face that you've adopted a pub-going culture, and that your community has shrunk to just those kind of people. It may seem like you have a lot of people in your life, but if all it takes to lose connection to all of them is to stop going to pubs, then you really don't. Your human connections, essential for an enjoyable life, are too fragile, too singly focused.
So if that's the problem, branch out. Diversify the communities you're part of. I've already mentioned sport; church is another good one -- I mean a living church, the kind where the people are always doing stuff together and it's fun to go to, not the other kind where everyone sits in a pew for an hour a week and rushes the exits as soon as possible. Other possibilities are reaching out to neighbors or becoming politically involved.
Hmmm... I started writing about willpower but I'm ending up at community. At your core, do you feel like if you didn't spend this way, that you wouldn't have any friends?