I think that it is a noble thing to aim to be a cheapskate and a major interest of mine is sleeping. I've written a series of posts about ways to sleep for free or very little. Check 'em out.

Bothy ~ Scottish shelters that welcome weary walkers.
Tent ~ The ultimate tool for sleeping free.
Car ~ For those too lazy to put their tent up.
Bivvy ~ Soggy misery keeps you lightweight.
Couch ~ Make friends with the internet.
Airport ~ The largest en-suite bedroom you'll ever stay in (complete with coffee shop)
Van ~ Dirtbagger Russ tells us how its done.
Warm Showers ~ Webmaster Randy talks about the website that joins bikers with beds.
Snow Hole ~ Alan Kimber, expert mountain guide, explains this windproof winter shelter.

I've got more in mind to write including hammock, beach and some thoughts on open canoeing.

In a similar vein, I will keep updating my Something for Nothing post with tips for reusing, repairing and recycling, geared towards us outdoorsy types.