I wait until there's a 15% off sale at Kmart (Australia) and buy all my washing powder, light globes, and toilet paper there. This saves me heaps. Of course, I check the prices to make sure they aren't just marking it up to discount it.
I don't buy lunch at work. I always make my own. Sandwiches freeze well, as do curries and pasta in plastic containers. This saves me about $700 a year at least.
I grow my own vegies in the back yard. This doesn't take up a lot of room. You can do it in pots if all you want is a little lettuce and some zucchinis. I water them all out of my shower recess.
I buy generic for most things. If a brand name item I use is on sale (I won't drink home brand coffee) I buy two. I have a homebrew kit (I love beer) so this saves me quite a lot. If I drink wine I normally water it down a little or add ice blocks, because it's hot here.
I shop at factory sales outlets. I live in an industrial town so there's three within 10 km of my house. I get stuff on sale there (10 cent cakes of soap, a jumbo pack of caterer's clingwrap, and cheap canned food that's just underweight or incorrectly labelled) This saves me thousands of dollars a year.
I pay a little on my bills nearly every week. I pay maybe another $10 or $20 a week so that by the time I get the bill, it's usually half paid. This guarantees I get any discounts, and also makes it far easier to budget my living allowance. I have a mortgage, and half my income goes to that (we're making double payments so we can get rid of it in 5 years).
I buy clothes whenever there is a real clearance sale. I set a budget, and when stores like Target (I work there casually) are clearing out their old season's stock, I go in and buy cheap clothes. It saves me heaps, and I always have nice clothes.
Second hand shops are fantastic for homewares. I don't own any new saucepans. Everything in my kitchen is second hand from my University days. There is nothing wrong with cutlery that doesn't match, or plates that are all from different sets.
I set myself a budget each week to spend money on stuff I don't need. Things like cds, books, clothes, or junk food. That way I have budgeted for pleasure. It makes it easier to live on a tight budget when you allow some breathing room.