I didn't look for instant gratification. I don't have problems denying myself pleasures. I am generally a very controlled and strong willed person. I mostly drank to numb my feelings, I used it as a pain killer for my emotional pain which I was unable to deal with. I never drank for pleasure and if I tried it, I didn't like it. I used alcohol as a medicine.
But yes, in most cases we need to change our lives, learn new skills on how to cope with life, treat underlying illnesses we may have. A new hobby won't solve it in most cases I guess.