The Collaborative International Dictionary of English v.0.48:

Self-indulgence \Self`-in*dul"gence\, n.
   Indulgence of one's appetites, desires, or inclinations; --
   the opposite of self-restraint, and self-denial.
   [1913 Webster]

WordNet (r) 3.0 (2006):

self-indulgence
    n 1: an inability to resist the gratification of whims and
         desires [syn: indulgence, self-indulgence]
    2: excess in action and immoderate indulgence of bodily
       appetites, especially in passion or indulgence; "the
       intemperance of their language" [syn: intemperance,
       intemperateness, self-indulgence]

Moby Thesaurus II by Grady Ward, 1.0:

104 Moby Thesaurus words for "self-indulgence":
   acquisitiveness, amusement, animal pleasure, autism,
   bodily pleasure, careerism, carnal delight, comfort, content,
   contentment, coziness, crapulence, crapulency, crapulousness,
   creature comforts, drunkenness, ease, ego trip, egotism,
   endpleasure, enjoyment, entertainment, euphoria, excess,
   excessiveness, extravagance, forepleasure, fruition, fun, gluttony,
   graspingness, gratification, great satisfaction, greed, gusto,
   hearty enjoyment, immoderacy, immoderateness, immoderation,
   incontinence, indiscipline, individualism, indulgence, inordinacy,
   inordinateness, intellectual pleasure, intemperance,
   intemperateness, interest, joie de vivre, keen pleasure, kicks,
   luxury, narcissism, onanism, overdoing, overindulgence,
   personal aims, personal ambition, personal desires, personalism,
   physical pleasure, pleasure, possessiveness, privatism,
   prodigality, quiet pleasure, relish, remoteness, satisfaction,
   self-absorption, self-admiration, self-advancement,
   self-centeredness, self-consideration, self-containment,
   self-devotion, self-esteem, self-gratification, self-interest,
   self-interestedness, self-jealousy, self-occupation, self-pleasing,
   self-seeking, self-serving, self-solicitude, self-sufficiency,
   selfishness, selfism, sensual pleasure, sensuous pleasure,
   sexual pleasure, sweetness of life, swinishness, titillation,
   too much, too-muchness, unconstraint, uncontrol, unrestraint,
   voluptuousness, well-being, zest