What's there to lose?

I'm ridiculously impulsive, and I normally ask myself, "What is there to lose?"
The answer is almost always "Nothing". But when I think about it, there are lots of things to lose from being impulsive. Maybe I should ask, "What is there to gain?"
Moderation isn't part of my life, particularly because I get bored so easily. I can't say no to many things, especially if I am rewarded with short-term bursts of pleasure. Sex, Food, Cigarettes, Money, and Drink are all things I abuse fairly excessively, and it seems ridiculous that I cannot control the actions I take with my own hands, my own mouth, eyes, body, brain...

Admittedly, I can and do enjoy myself, but I want things to be more stable, and to be able to trust myself.