For me what's helped me with DH most is not bailing him out. I've always been in charge of the budget, but he's always been sort of, spoiled, I guess. He knew how much he had to spend that month, but if he didn't stick in the budget, oh well. I'd take it out of my allowance. Or if he wanted an extravagent gift for himself (like a new computer or a Lazy Boy or something) I'd shift things around the budget so it could happen. It wouldn't work like that for ME, but I guess I was trying to... well, it's hard for me to admit, but I guess on some level I thought he would love me more if I let him get the "stuff" he wanted. I even let him talk me into buying a money-sink SUV instead of a more economical car because his face just lit up when he saw it. He has severe depression so it's rare that he ever registers as happy. I think this played into it a lot.
It also helped that if DH's toys used up our savings, my mom would help us out financially if there was something we needed, like a medical treatment or something. That wasn't cool and it was a cycle I was trying to break. Finally I convinced her to stop throwing money at us and let us grow up, sort of, and she did. Now DH and I have more money coming in but also more bills, and no mental safety net of, well, my mother will bail us out if anything gets TOO bad. It helped when I sat him down and went through the budget with him. Before, he was of the mindset that "poor people don't budget" - an attitude he grew up with. If there wasn't enough money to pay the bills, then why bother being frugal at all, get what you can when you can because you might not be able to tomorrow, etc. Money in the bank can evaporate faster than a sofa can, or whatever. But now that he sees that we ARE capable of paying our way, and that we just need some self-discipline, but it is do-able, and we can work as a team to get things done... he's a lot better about things. He actually sticks within budget. Yay. (Now if he'd only give up his cigarettes he could actually spend his "allowance" on other things than his addiction, but whatever, that's his choice to make.)