I always hold myself to a cash budget when I go out to the bars or the casinos. I don't know how many friends I have that go out, put anything and everything on their cards and then are shocked to find out that they spent $200 without even realizing it.
I take out as much cash as I am willing to spend and then I rigorously hold myself to it. It's helpful because you can see the consequences of your purchases. Over the course of the night you have less and less cash and you can temper your behavior accordingly. When you are only using plastic and credit and fake money the party can go on forever. Until you have to pay for it at least.