I'd like to second this, as its under appreciated by the public at large. So many failed New Years resolutions for improving oneself can be pinned to this point.

Anecdotally:

I've been trying to lose some weight, and one of the first things I moved to do was drop drinking (as most resources on weight loss will tell you to do). It was very tough to do because I love my beer. I found the process was making me miserable.

Sure if I leave the beer out of the equation my calorie deficit would grow, but including some beer still keeps me at a deficit regardless so that I still am losing 2-3 lbs a week, and very much happier all the while then if I was losing more and more quickly.

edit: except for the smoking. That's a slippery slope.