This is the exact question I struggle with too, probably most of us! I'll start by saying that we're all different, driven by different motivations (so no one size fits all), but the way I try to look at it is which of these "extras" will give me long term value, happiness and utility. A walking desk may have a lot of value and utility if you don't exercise much otherwise, or you think it will make you more healthy and happy, and you'll use it for years to come. It could help you get fit during work hours that you otherwise wouldn't get and by getting it, it could add a few more years to your life? Then the next question is: how often will you use it?
Having said all that though, there are times I splurge and it makes me happy so I do it and try not to look back but just enjoy it. (Hope that didn't confuse you.)