
Some sacrifice is inevitable when losing weight. You don't necessarily have to give up all the foods you like, though you certainly have to cut portions of those that are the least healthy, then add in plenty of fruits and veggies.
Chocolate is actually good for you, if you opt for the dark chocolate - the more cacao the better. Likewise, cheeses are good for you, but again, you should opt for the low/no fat varieties, to cut calories.