Physical exercise does the trick for me. Takes my mind away from the urges, and afterwards i'm too shattered to take any action on the urges.
Also, physical exercise has been proven to release more of serotonin, the endorphin which triggers the feel good hormone in human beings. Unlike anti-depressants, this has been shown to have no negative side effects as a result.
Article on it here:
http://www.ivillage.co.uk/dietandfit...565736,00.html
So yea, exercise =]