Personally, one of the intended benefits of living frugally is NOT having to worry about every little thing. (Unfortunately, I still tend to worry more than I should, but less than I used to.)
Similarly, I don't personally have a budget.
There's a principle (which probably has a name) that I tend try to live by: in my experience, in many areas, it takes about 10% of the work to get 90% of the benefit. To get up to 100% of the benefit, though, requires an additional 90% of work. I remember first applying this to grades -- it was so easy to aim for A minuses in school, whereas it was maddening to always try to get 100%. Sure, sometimes that meant I got B+s, but it also meant I sometimes got As.
In other words, it's pretty easy to do something well (even very well, if it's something that you like and have aptitude for) but it's really hard to do something perfectly. I try to settle for good, and not worry about perfect. I have strong perfectionist tendencies, though, so it isn't always easy to let stuff go. It's become clear to me, though, that it's much more fruitful to work on being able to let stuff go than it is to work on being more perfect.
When I find myself obsessing about a financial mistake (like when I cancelled my Verizon contract two weeks early and had to pay $80 or when DW opened a store credit card that may bump us up against Chase's 5/24 rule when I want to make my next application) I try to remind myself that we're doing GREAT. We make OK money, live frugally, and make good decisions the vast majority of the time.