Kinder eggs are a food group over here.

Food wise, we approach everything about eating in balance. About 80/20 is our aim. Sugar, treats, candy, baking, fried stuff .... it is all an acceptable part of life for our family, in moderation. If we are eating healthy 80% of the time, then I don't worry about the other 20%. Life is for living!
One of the websites I often turn to for eating issues with DS is mainly focused on picky eaters but it has a basic philosophy of 'how to feed your child' - ie not just the what but then when and how as well. This is the approach DH and I generally take with what she calls 'forbidden foods'
http://www.ellynsatter.com/using-forbidden-food-i-51.htmlWe don't do dessert on the plate at dinner but when lunch includes yogurt or quark then it is given to him with his meal. Sometimes he eats it first and that is okay. And I do sometimes put out something sweet for his morning snack, on days when he is home. A bakery item, as we don't keep packaged cookies and such in the house so perhaps on a day when DH picks up a pastry or bakery cookies for instance. And we don't make a big deal of it - here is your snack, with no oohing and making a big deal of it being a treat. We don't have soda at all in the house, neither of us drink it.
I have found that rules with treats are really hard to implement unless they are the same rules as you have for the entire family. I can't bake a cake and then tell DS that he gets one small piece per day when he looks and sees half of the cake gone, kwim? So for us he just has the same rules as DH and I...when it is there we eat it in reasonable moderation.