Having a budget is a good way to monitor your money management and gaining the self control to save more money over time.
It is also a good way to determine whether or not you should buy that fast food on your way home from work.
Without a budget you can just look at your bank account and think "Wow! I have $500 I should treat myself!" Not realizing that you will be struggling before the next paycheck comes around.
Having a budget created will definitely improve your habit of impulse buying, and have you living more comfortably in the long run.