As embarrassing as this is to admit, DH and I forced ourselves to set firm savings goals (in an established holiday fund) to discipline ourselves into not over-indulging our kids during the holidays. <blush> We have savings accounts for retirement, education for our kids, an HSA, vacations, and an emergency fund-- automatic deposits that we never touch or concern ourselves with until it's time to use it.
I think that when it's a relatively small amount of money, taken out on a regular basis, automatically, you just don't miss it. You sort of forget about it, and it becomes non-essential to your weekly/monthly budget. Still, it builds up over time, and by the time it's significant enough to raise your eyebrow, and you start feeling the itch to spend it on something, it's actually time to spend it-- the holidays will have arrived!
Another thing that helps-- For non-essential savings (meaning, not being critical for our future well-being), we don't have check/debit cards, and we don't use local banks/credit unions. It makes it a little more difficult to *get* the money should we ever get the idea to spend it ahead of time, on something that we didn't designate it for. It gives us time to think twice, and requires some effort to obtain.
Finally, I guess we sort of look at forced holiday (all other savings as well) savings the way we look at the allowance that we pay our oldest two children. Once earned, we don't take it back. It's there for the holidays, and that's how we want to use it.