Agreed. However, currently, I fill up every single time I leave work.
The cheapest way I find is to watch gasbuddy.com and the futures market. A good rule of thumb in most places (check your state's taxes and adjust appropriately) is to add $.60 to the futures price. If the price at the pump is well below that, I fill up. If somewhat below, I put a couple gallons in. If its above, I try to hold off as long as possible. Locally, we average about that $.60 over the long term, so this strategy has me filling at below average prices, and will account for falling markets, as the "buy" threshold keeps changing. Naturally I sometimes miss the absolute bottom of a cycle, but normally this strategy works.
Naturally, you can only use this if you're filling up every other week or so, so that you have the option of holding off on gas purchases, and on rare occasions you do have to buy above the $.60 threshold just to keep the car running. :)