Just about anything that crosses my path while I'm cheating. Sweet, salty, whatever. Best things: cookie dough, frosting, fudge, donuts, chex mix, really rich ice cream, sugary cereal, beer, cheesecake, pies, milk/choc milk.
BTW if your planning to have a moderate "cheat day" don't drink, you'll lose all self restraint and gorge youself. Best to seperate your food cheat days from alcohol cheat occasions. Trust me.