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Summarizing some ideas on this thread and adding a few:

Miscellaneous tips including feeding a family of four on $40 a week
http://www.hillbillyhousewife.com/

Swap books, CDs or DVDs
http://www.paperbackswap.com/index.php

http://www.swapacd.com/index.php?f=books

http://www.swapadvd.com/index.php?f=cds

Free Classic Books online
http://www.gutenberg.org/wiki/Main_Page

Free Audiobooks in podcast format
http://podiobooks.com/

Saving Site
http://www.thesimpledollar.com/

Home of FreeCyclers (give away or pick up free stuff)
http://www.freecycle.org/

Online Coupons
http://www.couponmom.com/

Find the Perfect Cell Phone
http://www.letstalk.com/

Cheap calling cards, online voip and fax, etc.
http://www.onesuite.com/

Operation Thrift
http://www.freerepublic.com/focus/f-news/2128937/posts

Live on Less and Love It
http://www.freerepublic.com/focus/f-chat/2129863/posts

Home gardening offers ways to trim grocery costs
http://www.freerepublic.com/focus/f-chat/1990507/posts

You can find out about stockpiling and buying in bulk here
http://www.pinchingyourpennies.com/

Secret Amazon Discount Finder
http://deallocker.com/tool/secret-amazon-discount/

Make mixes for yourself for both savings and convenience: cookie mix, biscuit mix, cake mix, seasoning mixes, salad dressing mixes, etc.:
http://members.tripod.com/~Tweezle/makemix.html

Free recipes. This site lets you scale # of servings, search for ingredients, save recipes to a cookbook, and rate recipes and leave comments
http://www.recipezaar.com/

I've read about making your own cosmetics (face moisturizers, exfoliants) too. If anyone is interested, ping or FReepmail me and I'll go looking.

I used cloth diapers for my daughter. It saved a lot of money and made her easier to potty train, too.

Use an evaporative water cooler instead of air conditioning, if you can.

Dave Ramsey says to shop with cash. He has what he calls the “envelope system.” You budget what you care to spend on groceries (or other budgeted items) and then set aside the cash in an envelope. The money in the envelope is what you get to spend. If you buy with a debit or credit card, it’s not like real money.

Solar panels may help you save money on high-priced electricity in places like Hawaii or California.