I like to reward myself with new clothes when I get to new levels. If you don't want to buy new clothes till you get closer to goal things like shoes and accessories work well.
For non food things to comfort you it can be a walk, read a good book, go to the movies, go to a play or broadway show, plan a vacation, get a massage or facial/manicure/pedicure, take a bubble bath, window shop for new clothes you want (always helps me want to be good), posting on WISH, journal, get involved in a hobby, volunteer (great for making you feel good and keeping your mind off food). There are so many great things you could do.