I generally try buy day to day items including food at the most reasonable prices, often choosing items on sale, house brands if they are of good quality. I try to know which store will have the best everyday prices on items I tend to buy often and are convient to me.
I use the store 'club cards' to get better prices
I try to buy gas at the low end of the price scale in my area, but not drive all over to save 2 cents a gallon. I also try to not drive more than I need to.
I will shop around, check the ads, try to time purchases and stock up when a good sale is going on.
I use coupons where possible. For example I got a $10 coupon for JC
Penny's earlier this week and saved that on top of sale prices on 2 shirts for work.
I don't buy CD
I have access to ice at work, so I bring in a 2 L of diet soda which I probably bought for $1 or less instead of buying from the machine at $.85 a can. A 2L bottle usually lasts 2-3 days.
I purchase cold cuts at the supermarket (lean, good quality ham and turkey) every week, and some rolls every day for my lunch at work. I try to bring lunch with me 4 out of 5 days a week.
I save leftovers, and get more than 1 meal out of food I purchase.
I try to take advantage of specials even on drinking, like on certain days, if at a place I like to go to, they have a beer, drink special (in moderation).
If I am traveling, I use the net to purchase tickets for the best price.