Little luxuries for me include Green and Black's mini chocolate bars, the odd glass of Baileys now and again, time to read (with no interruptions by phone etc) and going to writing festivals (though I also see that as a necessity! Doubt if other members of my family see it in quite the same light but there you go!). So what would your characters have as their luxuries of choice? Can they ever enjoy these, even if only occasionally? What gets in the way of enjoying these things more regularly?
In a magical world, what stops characters just conjuring up what they want whenever they want them? Are there rules they must follow (probably on pain of death, you'd need a pretty good reason not to break the rules!)? Equally do they drain their powers every time they use magic (and when they use it for their own benefit drain their powers even quicker)?
Do characters have to earn the right to treat themselves by using magic by carrying out jobs for the authorities first? If so, what jobs would they do? Who would they be answerable to? What are your characters prepared to do to get their little luxuries?
There are some story ideas in there I expect!