1) The library - in my opinion, one of the foundations of a flourishing community. Libraries are the best, and if your library card has been gathering dust since you graduated from school, it is definitely time to dust it off. Anything you'd ever want to read is available, plus you can check out movies and magazines too! FOR FREE! You may have to wait a little bit for exactly what you want, but patience is a virtue, right? Most libraries I know of have online systems where you can check out books, and when it arrives at your branch of choice, they email you when it's available! Check out your city/county library system, and I bet they offer a ton of other entertainment options, like free internet, book clubs, classes, readings and more! If you're not into renting books or DVDs....
2) Bookins.com - this is basically a trading site for DVDs and books that you no longer want, and you keep whatever you like. You enter everything you'd like to trade, mark everything you'd like, and they take care of the rest. All you pay is a flat rate of $4.49 per item. It is a really good way to sell all those copies of "Gigli" you have...but why would you want to do that?
3) Half-priced websites - try searching "half-priced, city name" and I bet you'll find a few sites that sell gift certificates to local restaurants, spas, stores, and more. This is really popular on radio and TV station websites. You can buy a $50 gift card for $25! You still get to order the exact same thing on the menu since it's a gift card, and there are no other restrictions! Great way to save some big bucks and try new restaurants in your area! Just keep checking for things because items can sell out quickly, but are usually refreshed weekly with new places!
4) Netflix - yes, I know you are aware of Netflix, but if you're into renting movies (and if you're into saving money, you are more likely renting movies than going to the theater), you should definitely do it. You can start at $5/month for 1 DVD at a time, which is essentially what you'd pay each time you rent a movie at the store, but you have unlimited time and you just drop it in the mail when you're done. If you rented 2 movies a week, you could save over $30/month - that's over $360/year!
5) Make-Your-Own-Take-Out - if you are not into cooking, I'm sure this does not sound like a way to have fun. However, if you like to be adventurous in the kitchen, this is a great way to save on restaurant bills, delivery charges, tips, etc. Almost anything you love in a restaurant can be made at home for a fraction of the cost. Just search for, say, Outback's Bloomin' Onion (delicious). Although you may have to have a deep fryer...some recipe is out there. Invite some friends over, have some cheap wine - voila! An entertaining evening! You'd probably have more fun in the comfort of your own home than going out anyway, right?
Anything I missed? How do you save money when you're having fun?