I've been working on trying to be more frugal for a while now and so though I'd post some things that I've learned.
I keep a price book and update it regularly. I use cairo.com to find what's on sale at all the stores in my area. I visit several thrift stores monthly as I happen to go past them, to see what sales are upcoming.
I buy in bulk when I can. This is limited by the amount of storage we have in an apartment. I cook ahead of time when I can, use what needs to be used up or what's getting old, not wasting food.
Most importantly, I've learned to say no when shopping, to things we don't really need, or that are not healthy for us.