I find that it's quite easy to substitute the unhealthy ingredients in baking for healthier things.. much easier than trying to control myself around cookies, anyway.
e.g. substituting sugar for Agave Syrup or Date Syrup. Date syrup is simply concentrated dates, very very sweet but natural sugars so healthier. Agave syrup is a natural plant extract, suitable for diabetics in that it has a very low glycemic index, so gives the sweetness without the sugar rush, and sugar spike in diabetes.
I make flapjacks with agave syrup rather than golden syrup, because I can't resist it. If your self control is anything like mine.. just one slice is never enough, ha! Agave syrup is also great for putting on cereal instead of sugar (it's like honey), and can be used in tea / coffee too.
The idea is, if you're using it instead of white/brown sugar, you'll have to either use less as it's a liquid (it's sweet enough to do so) or add more dry ingredients, to try and achieve the same consistency. There's probably an exact substitution if you look on Google, but I tend to go for trial and error, and find out what works best for me.
Also, you can substitute oils (and butter in some recipes) for unsweetened apple sauce, making it completely fat free. I can never find unsweetened apple sauce in the UK though, so I always keep a stock of stewed cooking apples frozen, and fresh when they're in season.
There's probably other ways, but there's my two cents.
Good luck in your quest for healthy tasty treats