Boy, have you gotten some good advice here. So I am going to deal with the spouse thing (welcome to my life!).
The first thing I had to realize is that his reasons for spending are just as valid as my reasons for not spending. When you have means, how you choose to use them is a choice, and independent adults have the right to make their own decisions (even the dumb-ass ones). I used to get so frustrated with DH, because he'd just fritter money on unnecessary crap. But I grew up in a frugal-by-necessity house, so I just assumed that was "good," and buying more crap (or more expensive crap) that you don't need was "right" and the only morally pure option. But my DH grew up in a wealthier house, where the strong message was "you work and make money so you can reward yourself with toys and a cushy lifestyle." So to him, the very act of buying something had an emotional resonance -- it told him that he was a success and made him feel very good about himself. Whereas when I'd say that the $10 Walgreens sunglasses were just as good as the $120 Oakleys, he was hearing that I didn't think he was good/successful enough to "deserve" the nicer ones. I couldn't satisfy my own emotional needs without hurting his -- I had to let go and let him do what he needed to do to feel successful (while, of course, working to help him figure out better ways to say that).
So my first advice is to figure out your communal "why" -- why does he enjoy spending on unnecessary stuff? Why do you enjoy it -- why is that the "thing" you have chosen to relieve stress/satisfy yourself? You need to identify the emotional need before you can figure out another way to satisfy it. And then you also need to acknowledge that he gets to choose how to satisfy his -- maybe you can jointly agree to some limits or parameters, but in the end, his approach is his choice. And then choose your own path, with his in mind.
I say "with his in mind" because from personal experience, "depriving" myself of things I want, while my DH goes out and spends whatever he wants, is incredibly destructive to the relationship. I mean, he eats out every day, and I bring leftovers, and if I really want the mango chicken avocado salad but tell myself I can't have it, I will be pissed the rest of the day that *he* gets whatever he wants while *I* sacrifice. So I have to find a way to give myself enough of those kinds of treats to be content with my choices. Which goes back to the points made above that going whole-hog is a recipe for failure. So what compromise would work for you? Maybe one new outfit every season instead of three? Or maybe give yourself a certain amount of money each month to blow on discretionary stuff (that's what we did)? And then put your savings immediately toward something more meaningful, like a 529 -- you need to start building the habit of feeling good when you save instead of just when you spend.
And then in terms of managing yourself, read about stoicism. Hint: it's not about deprivation and pain, although that is certainly what I thought at first. It's about strength and building yourself up. The problem with unnecessary spending is exactly what you described: you feel weak, don't you? Every time you spend, you feel like you are giving in, a failure. Consumerism takes away your power -- it tells you that you are a weak person, and that you need all of this money and external stuff to be happy. Stoicism is the flip side of that: whenever you tackle something that is new and hard and scary, it makes you feel more powerful, because you realize that you are capable of more than you think, and you "need" less than you think to be happy. It reminds you that *you* have the power to make yourself happy, and you don't need fancy this or extra that.
And it doesn't even have to involve money -- the point is to build your mindset and view of yourself. For me, it started with crossfit -- to be able to do things like flip big-ass tires and deadlift 220 lbs was almost a revelation about what this old and fluffy body is still capable of. (girls didn't do stuff like that when I was a kid). And then you just take that mindset to other things: "you know, that's really cute, but I don't need it" -- and actually meaning it, as in "I am leading a good life filled with way more than I could reasonably have expected; I do not need a cute new top to be happy, because I have more than enough." (Note that this attitude blends seamlessly into the whole "gratitude" philosophy, which for me is the best antidote to wanting more)
I think maybe you have fallen into some habits to address emotional needs, and you do enjoy the immediate endorphin hit from spending, but you are realizing that the ways you have chosen to satisfy those needs is not truly satisfying -- the high always fades, the stress returns, and you always need more. So start by focusing on one of those habits -- maybe it's the clothes, or the "I had a bad day" shopping. Set an easy goal -- one there is no doubt that you can achieve, one that doesn't depend on being strong in the moment. Something like "I will write down what I spend," or "when I feel the urge to buy something, I will walk around the block first to give myself time to think about it" -- whatever floats your own particular boat. Every time you meet your goal, pay attention to your self-talk -- focus on "I am doing exactly what I said I'd do," not "I'm depriving myself." Prove to yourself that you can do what you said you wanted to. Then set another goal that's a little bit harder. Rinse, repeat.
Warning: as you set harder goals, at some point you will run into the nasty lady in your head, who will tell you that you are depriving yourself, that you can't do this, so why are you even bothering, you "deserve" a treat, you'll never be able to do this forever, etc. etc. etc. Your job is to talk her down. Honestly, sometimes I get really pissed off at her and just flat-out tell her that that is complete bullshit, and that she knows damn well that I don't need X. Everyone has these tapes in their head, those recurring thoughts that you use to justify your own behavior and hold yourself back from your longer-term goals. The only way you succeed long-term is by becoming very conscious of what those tapes are telling you, and then overwriting them with a different story of who you are and what you really need.