Adventure sports as a hobby. When I can't go outside due to weather, I end up lifting at the gym to improve the sports I enjoy. As a matter of fact, re-dedicating my life to these hobbies cured the worst habits of my life: procrastination, impulsive spending, depression, and poor organization.
Due to the inherent difficulty of scheduling sports like mountain biking during the week, I've learned to keep a very tight schedule with little to no pockets of free time until the late evening. This means, if I'm biking after work, I go straight to the trail and change in the parking lot, because otherwise I'll be late to a night class or volunteer event. The alternative used to be going home from work first, changing, eating, watching a few YouTube videos, and then maybe even skipping my mountain biking. The schedule holds me to it.
Additionally, it keeps me from staying up too late and fucking up my schedule further. I'm completely beat after an evening of doing shit outdoors. When I get back home from whatever I scheduled after that, I usually shove calories down my throat and pass out.
In short, I'm too busy to procrastinate, I can't afford a moment of disorganization or I'll mess up the whole day, all the exercise keeps my body chemically "happy", and I get so tired at the end of my days that I never have the energy to spend money on bullshit. Granted, mountain bike maintenence isn't always cheap, nor is the gas to get to prime locations, and my other hobbies aren't exactly cheap either, but they're the most important things in my life next to my profession.
One hang up: relationships are very difficult when you keep yourself this busy. 20 hours of volunteering, at least 10 in adventure sports or at the gym, 40-60 hour work week, and full time school only leaves bits and pieces of the day available for other human beings. All the relationships I've tried in the past couple years have ended up attacking my hobbies directly, and as I attribute those to my improvement as a person, it ends up destroying the relationship. At least I'm healthy, happy, and productive though. What I'd really like is just one more hobby where a friend gives me a blow job a few times a week.