This article in the NYTimes - "State-Fair calories: Do They Really Count?" actually has David Kessler endorsing the one-time indulgence of things like deep fried butter, at the fair.
I look forward every year to a fresh blackberry ice cream cone, made from the milk of cows at the fair. And I once had a beautiful piece of fried dough. Otherwise, I can never quite bring myself to eat the blooming onions or sausage with peppers and onions. That doesn't keep me from coming home and eating potato chips with onion dip though.
I feel like my horizons need broadening. What do you indulge in when you go to the state fair?