I make enough to support my hobbies and then some. Obviously, not everyone is gonna fit into that mould. A few obvious things you can do are cooking meals from scratch with inexpensive ingredients (i.e.: NOT all that "organic" high-priced stuff), curtailing things like extra minutes on your phone plans/long distance bills, cutting your cable TV down to minimums or off, redoing your health/dental insurance with a less expensive plan, cutting your lawn watering back to minimums (depending on your region's climate), selling your new car and buying a good used car that you can afford outright, garage sales/ebay for that old junk you don't need any more, find some of those work-from-home jobs that'll make you a few bucks, etc.

Lots of ways to do it, some of those above I'm sure you're already doing.