Agree re: lentils. They're the cheapest food for fibre and protein and unlike a lot of pulses not maddeningly annoying to have to boil up etc. Dhal is basically the staple of what I eat & has been for years.
When I'm in a really frugal stage I miss fresh carbs (like, erm, bread- I do mean seriously frugal here...) but spuds are really cheap at the minute; I like them sliced and boiled, then grate a carrot over a bowl of them, cover with boiled frozen peas, season with ground paprika and drizzle a spoonful of honey and a bit of oil over them. Om nom.
Curried swede is another of my favourites- cut into small cube-type pieces, then boil the swede senseless, then drain it and re-fry in the same pan with a spoonful of oil, add chilli powder, pinch of turmeric and fenugreek (either seeds or powder) and turn down the heat while stirring for a couple of minutes until it it's pretty much mushy. It goes well with mackerel (canned or in those vacuum packs from the fridge section)
Super slutty spaghetti is my other protip; like pasta alla putanesca but with mackerel or sardines instead of anchovies, caper paste instead of capers, dodgy spirals instead of spaghetti etc. Salty but delicious.
Chickpeas and sweet potatoes boiled up and then roasted for awhile are nice and fibrous/protein-y too, if you've got one of those 'all bowls £1' stalls near you then I recommend stocking up on sweet potatoes, as they seem to have got stupidly expensive. I sometimes mash/roast carrots as well just for a change from potatoes.
Cauliflower cheese is an incredibly cheap meal (Cauli = about a quid for a ginormous one, then just make a white sauce; you don't even have to add too much cheese to save a bit more) and brocolli cheese works just as well. Adding a bit of nutmeg & pepper makes them super tasty.
Onion soup or roasted onions are really good, especially with some sausage thrown in. I tend to check to see if there are any bits of sausage in the deli section (actually this is a good tip for cheese too) that are being sold off cheap; there's some central European salamis that have INCREDIBLY strong flavours even if you don't use very much. (I have some sort of hungarian sausage that I've been using 2 inches of for about three months and I am an ex-smoker/coffee drinker/nom down curries all the time so am used to strong flavours)
The best way to get away with cheap food is to stock up your spice rack- it's pricey at first but if you can manage to build up a collection then it's REALLY worth it- I recommend buying the big packets from TRS (look like this: www.spicesofindia.co.uk/acatalog/TRS-Curry-Leaves-Big.gif and are available in a lot of places, including Tesco and Waitrose) and transferring them into old jam jars.
Err, sorry, seem to have rambled on quite a lot. Hope that helps!