Shopping! ....and budgeting

I love to shop! Well I am female and its something I have always enjoyed doing with my mom and my friends.  Its a great feeling when you find that perfect piece whether its for you, your house or someone else (or their house).  Its fun to imagine what you'd buy if cost weren't an issue. My twice or three times a week at Target wasn't really doing that anymore, granted they put in groceries so most of the time it was to pick those up, but overall I was going way too much!
However recently I have found myself less inclined to shop, Target stock may be decreasing due to my now self imposed 1 trip a week to Target (yes only 1!).  I have never been good at saving or waiting patiently, for anything for that matter, but especially with shopping, so why now?
Well over the past few years while B has been working all around the world on various projects, all of the house bills and budgeting has fallen to me.  Now at first this was cause for many panic attacks and terrifying ideas of how badly this would get screwed up, and yes that was just me, I am sure B had his own attacks but well I didn't ask.  But after a few months I did manage to figure out some system that worked for me and get all the bills paid on time or on direct pay (love this!) and was able to figure out how the budget SHOULD go.  However implementing that budget has been FAR more difficult than its conception.
For a while we had months that we just threw caution to the wind and didn't watch our budget at all, now most of you gasp at this, but these were times where I was stuck in places like Kuwait and China, where either I didn't have the ability to get things back here or wasn't interested in items (or heck they were so cheap its ridiculous) or it was China and everything is REALLY inexpensive and so buying 10 of them is still cheaper than the same thing in the US.  But what it did is help us postpone working the kinks out of our budget.
We are now to the point of settled at our new location and are able to work those kinks out, and its going to be painful!  We are starting with our grocery bill, for 2 people its RIDICULOUS! Now this is mostly my fault since I do 95% of our grocery shopping and I do love really nice cheeses and fillets for dinner.  What I am realizing is that's a really expensive way to live and doesn't leave as much money for other things.  So I am working on getting a good handle on it, hopefully I can finally succeed this month!  The other big thing is our eating out, its crazy, we love to eat sushi and I have found a great place, but even for a lunch its around $60 a time.  Needless to say we are going to do our best to find some local places to try that don't break the budget and stick to sushi as a treat.  We have also re-implemented our "rule" of only 1 lunch out per week and 1 dinner out per weekend.  Hopefully this will allow us to cut back just a bit on our spending.
So I just thought I'd share whats on my mind, do you guys have budgets? If so how do you find you stick to them? Whats your trouble areas?