Well it depends on what that one thing is. One more crunch, sure! One more squat, definitely! One more cookie? Resist and you'll thank yourself later. Especially when you avoid that very common problem of "just one" becoming a few more than one.
I'm currently in the middle of week three eating healthy. I had a little mishap on Thanksgiving with my aunt's wonderful cookies and I promised myself that I needed to try to get through a full month before I'd allow myself a treat of some kind. It is hard, but so far so good.
It is especially difficult when I am around food that I have decided to cut from my diet. For example, I walked into my kitchen after work last night and was immediately surrounded by the wonderful smell of the chinese food that my family had eaten for dinner. The leftovers were on the counter waiting for me along with some fortune cookies. Of course my stomach would choose that moment to growl. But no, I resisted the chinese and put it in the refrigerator, only to see the last piece of lemon bar I baked over the weekend. My brain immediately thought, 'If I don't eat it now, one of my brothers will be sure to eat that tomorrow and then I'll never get to eat it.' It's kind of an every man for himself deal when it comes to food in my house because I have three teenage garbage disposals for brothers. The good food goes fast. Instead, I managed to redirect my hand to the drawer and I pulled out a clementine instead. Yum.
The result, I don't regret a single food choice I made yesterday and I am proud about myself for resisting. My waistline will thank me in the long run. My advice to you, always make sure that you have enough of your healthy food and snacks on hand in the kitchen at all times.