I'm also of the belief that a parent sometimes has to miss out in order to teach their child they mean what they say. I have even cancel a WDW trip. (We are local, so us staying home isn't like many of you staying home.) However, I have had to carry through with these threats just a couple of times. Once they have to miss out on something big they tend to remember that mama is serious when she says to do something or accept the consequences.
Now, I've never had this problem. It has always been quite the opposite. My girls loved to stand there to show everyone what big girls they were. Maybe try making a big deal about what a big girl she is. I don't know though. Just a suggestion.