I think the key to it is being totally aware of what is being spent and on what. It can be a bit tedious and time consuming but ultimately if you don't know what you're spending you cannot address any possible wastage/overspends etc.
A good way to budget for, say, groceries is to use cash rather than cards. That way you see the cash physically dwindling and it's quite an eye opener to be in the middle of the month having nearly spent the whole budget already.
Avoid top up shops wherever possible, freeze milk and bread to avoid running out. Once you're in the shop it's so easy to pick up this that and the other.
Use money off coupons/vouchers but ONLY if they are items you will need. Some items can work out free (for example there was a money off coupon in a previous edition of a supermarket magazine for 50p off tinned tomatoes...these tomatoes were reduced in store to 50p, therefore FREE! I still have a large stock of these 
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Meal plan, stick to it and only buy what you need for the plan.
Check out the reduced counters, sometimes there can be great bargains to be had - find out what time your local supermarket makes their final reductions and have a look. Again though, only buy if it's something you need.
Batch cook, and freeze left over portions to save cooking later in the week/month. Don't waste leftovers. Curry, spag bol, chilli, stews, pies, rice, pasta, mashed potato all freeze brilliantly, and can be heated up in the microwave saving time and energy especially when you come home from work hungry and can't face the idea of cooking so just reach for the takeaway menu instead!
Open the oven door once you've finished cooking, it warms the kitchen up a treat.
Wear extra layers to keep warm instead of turning the heating up too high. Use blankets and throws on the sofa. Eliminate draughts as far as possible - line curtains, use door curtains, draught excluders and close internal doors.
Avoid using tumble driers, they drink electricity.
Transfer any credit card debts onto interest free cards if possible, there are some long term 0% balance transfer offers available at the moment. Do not be tempted to use these cards, in fact it's a good idea to cut them up once the balance has been transferred.
If you smoke, try and give up. The money saved can be phenomenal. And obviously your health will benefit too 
Look at utility bills - can anything be saved by shopping around and transferring to another provider? Pay by DD if possible to get the discount offered. You don't always need to switch provider, they will often price match to keep your business.
Do not automatically renew car/life/house/whatever insurance. Use the comparison websites, check out the cash back websites to see if they are offering anything decent, put some time and effort into getting the best deal.
Walk wherever possible to avoid using the car on short journeys. Not always practical for everybody I realise, but if it's possible then it is worth it.
Quite often once these measures have been put in place, such as budgeting, meal planning etc then they almost become a way of life and don't feel so laborious.