From Rohan Healey's Greeks to Geeks: Practical Stoicism in the 21st Century:
"Question: Doesn't being a Stoic mean giving up all the fun stuff in life and living like a monk? The nice food, the sex, the drink, the death metal music?
Answer: No, not at all; nature is the Stoic god, it pervades everything, including our senses. By all means enjoy all that you can. The only thing the Stoics suggest is a certain modesty and balance to anything you do, and to not become attached to anything which you do not control, to not confuse the fruits of the world, and the material things in your possession, with your own self-worth. Moderation is the Stoic way; enjoy the good and pleasurable things that come into your life, but binging, greed, and gluttony would be looked down upon in Stoicism. At the same time, needless asceticism, fasting, chastity, and self-harming would also be seen as an excess."
I can't really dispute Healey's response, except that one will find individual Stoics who urge differing levels of asceticism, and if the ancient Stoics tended to err in this regard, it tended to be on the side of caution. Some famous Stoics were given to bouts of "needless asceticism," mostly as a technique to prepare oneself to deal with unpreventable privation. Many ancient Stoics felt that they needed this kind of self-training to test themselves before they ran into the real thing.