Books.
I usually pick them up at used bookstores, where they're often half or a third of the cover price (or better). For example, just recently I picked up Frazer's abridged edition of
The Golden Bough for just $10 instead of the $19.95 listed on the cover. It's not the best deal I've found, but considering what's between the covers, I consider it a win.
However, I often use the library to fit my book-nerd needs into my budget.