I have the same issue. My solution is to set aside a block of money to give away, 80% of which goes to GiveWell's top choice and 20% of which I give away trying to maximize warm fuzzies. The warm fuzzies money ends up going to things like coworkers' fund raisers, friends who need it, NPR, and local causes I feel emotionally drawn to.

I'm pretty sure the warm fuzzies I get don't scale linearly with dollar amount, so I prefer to give lots of small amounts from the 20% instead of bulk-donating it to one thing. Ideally I would find a way to calibrate myself so I get the most warm fuzzies from giving to the most effective charities, but I haven't had success with that yet.