One of the girls I work with switches her old pillow for a nice pillow every time she stays at a nice hotel.
My cheapest moment happens every year at Christmas. When I make my list, I make sure to give Dr. J and my mom the reward points and discount coupons so I can get more stuff. I mean save them money.
This year, I've joined a program called e-Rewards. You get a couple of bucks for filling out online surveys and stuff like that. I've gotten a ton of points and I'm using those to buy little presents. Free Blockbuster rentals, Borders Bucks, magazine subscriptions -- stuff like that.
Then I wait until I have a 20% off day at work and do all my shopping that way.