You want a massage, to try a new restaurant, to get pilot lessons, to go on a Segway tour, Zumba, but you can’t justify spending money on yourself.
You could justify spending half of the regular price, though.
Several sites negotiate deals with local businesses: they do the marketing to grab a vast audience, and then in turn will promote one special deal per day to those who sign up. (Signing up is free. Really.) Subscribers receive an e-mail or notice on their phone telling them about the daily deal (half off sky-diving at Scream Loud Dives, for example). The featured business gets more traffic, promotion of their business, and access to Groupon (or Yelp or Living Social)’s enormous fan/customer base.
These are the ones I know about. Feel free to share others in the comments.