My guilty, and not always cheap, pleasure is to hit the food trucks in DC for lunch. Many are less healthy than others.
For anyone else who works downtown, here's the website to track them all (they have an app too):
Food Truck Fiesta - a real-time automated DC food truck tracker with commentary. So far I've gotten to 43 of the over 100 trucks.
My guilty pleasure right now is at the Pepe food truck (Spanish flauta sandwiches by Jose Andres). I get either the Iberico pork sandwich or the beef tenderloin sandwich and always the chocolate cookie sandwich filled with fresh hazlenut ice cream. Ridiculously good (and expensive). There are much cheaper options, too.
I just can't figure out why I'm 20 lbs. overweight...