"I'm Baptist, we don't give up anything."
Yep, growing up Baptist I only generally got the idea that Catholics give up something for lent.
I understand Baptists don't recognize the Pope as their spiritual leafer.
Nor do they recognize each other at Hooters.
Old joke, sorry..
Nah, some Anglicans and Lutherans do, too.
The key to doing Lent correctly is the idea that by depriving yourself of something you truly desire, one is reminded of, in a very small way, of what Christ gave up for us.
Too many people go through the motions, however, and miss the point --- thinking you're sacrificing for Christ or something.