It's always hard if they say "Well, you're going that way anyway, so giving me a lift won't cost any more, so therefore I don't have to pay." Technically that may be true, but anyone who thinks that way can get a bus instead, because a bus is going that way too.
If you've got plans to drive somewhere with a few people, including the tight-ass friend, make sure you time it so that you have to get gas on the way. Pull in to the gas station, ask everyone for $5 and if he refuses to pay then take him home.
If you want to do it straight out then when you pick him up, just say straight out (but friendly) "I've been spending a lot on gas lately, giving people lifts, so I'm going to have to ask for everyone to chip in. Is that cool?" And if he says no, then no problem. Just no ride for him.
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