I have definitely been guilty of this in the past... usually tax refunds were used to pay off the credit card, which I suppose was better that spending it, but also indicative that the card was carrying a hefty balance!
Last year, most was set aside for a vacation, and the rest was put towards credit cards. This year, there is no credit card balance, whoohoo! The refund will go towards shoring up the emergency fund, and investing in our business. Next year, hopefully there will not be enough of a refund to worry about. :D