Unlike a lot of people here, I consider myself more of a hedonist than a stoic.
I made a study of most systems of ethics throughout my undergrad years and, after finding assumptions I couldn't be sure of and leaps of logic that I didn't find convincing in pretty much every ethical system I studied, I have finally resigned myself to simply maximizing my own pleasure.
It's not that I've been convinced by a logical argument that a hedonistic approach is the best, but rather, I have failed to be convinced that any other approach is any better. And so, I may as well choose the system that maximizes pleasure, since I like pleasure.
A lot of people confuse hedonism with "carpe diem!" or just partying all the time. But I seek to maximize pleasure not just in the present, but in the future and throughout the entire span of my life, which means considering the hang over in the morning, or what shape my body will be in when I'm 60. It also isn't entirely a selfish system because it gives me pleasure to be charitable towards others and to be respected for my honesty and fair-dealing. It's also compatible with meditation and prayer, since those things can bring peace and calm which is also pleasurable.
But unlike some other ethical systems, the goal is not to be emotionless or hyper-rational, and virtue is only valued in so much as it adds to one's lifetime of pleasure, rather than for the sake of itself.
That said. I have no vices. If I thought something was hurting me, or minimizing my long-term pleasure, I wouldn't do it. I wouldn't even be tempted to do it. There's nothing I do that I wish I didn't.
But I do do lots of things other people might see as vices. Like enjoying tobacco, alcohol, french cooking, recreational drugs, sleeping a lot, indulgent non pro-creative sex ;-). But I enjoy them, incorporating all available scientific knowledge, so as to maximize the pleasure I will feel while using them today, but minimizing their long-term effects which could take away the pleasantness of my later years. Are there risks? Sure. But I've concluded, after much analysis, that indulging in a calculated manner in some of these things is still a net gain of lifetime pleasure.
And it's all compatible with early financial independence since I do almost all my own growing, brewing and cooking.
And sure, I could have "lived it up" in my 20's by drinking more expensive liquors more often, or smoking more expensive cigars, or by buying flashy cars and going on expensive trips to Europe like some people I know. And that would definitely be pleasurable for me...for about a minute. Whereas investing the money is going to bring me a good (hopefully) 50 to 60 years of work-free pleasure.