I'll have to add to this list as I think of them, but I am doing pretty good living a sustainable and inexpensive lifestyle.
1. Go outdoors. There are national parks, state parks, beaches, bike trails, lakes, parks. They are free or can be pretty close to free. Bring your own food along, but always buy an ice cream cone after hanging out at the beach.
2. Get digital over-the-air TV. The government will even give you $40 towards the converter box. Most of the TV shows you watch are on broadcast TV. Setup a DVD fund for cable shows and either rent the season when it comes out on DVD or buy it. Some shows you can download on iTunes. I saved enough money to buy a HDTV this way.
3. Eat natural foods. Fruits and veggies. Drink regular (or reverse osmosis) water instead of sugar water or bottle water.
4. Make sure you have good air pressure in your car and bike tires. Bike if it is possible.
5. Go to the public library. They have books, DVDs & magazines.
6. Build your own stuff, do your own work. It takes time, and it isn't easy. I am trying to plant a 10'x10' garden and I haven't even finished painting the fence, and the weekend is over already. I have built a lot of my own furniture, and the stuff I do buy is real wood Amish stuff.
7. Know when to buy quality, nice, expensive stuff. There are times where it pays to buy good stuff. Just do the research. If you are going to use something for the next 10-20 years, make sure it is good. But save your money up before you buy it. This will make it look like you aren't cheap. Look in some of those high-class architecture magazines, the rooms aren't decked out with a ton of stuff, but you know what is in there looks expensive. If you can recreate the look without spending 10% what they paid, you are doing it right.