Join hotel clubs and go for the points. Plus, sometimes, they send out e-mails for great rates.
When you check in to a hotel, ask if any upgrades are possible. They'll usually do it for free, and you can travel in style for no extra cost. Usually if you tell them it is a special event, they are happy to upgrade you if they have the room.
Plan out your expenses, but leave some wiggle room.
Check out local eateries. When I was in Chicago, I wanted something local and cheap. We asked some random person on the sidewalk for ideas (you can't do that in many places, but Chicagoans LOVE to give you their recommendations), and they directed us to a Russian-run deli down the street. It was fantastic, and we spent less than $15 per couple!
Also, I highly recommend Arthur Frommer's Budget Travel magazine. I subscribe, and they have great tips and suggestions. And because they are budget minded, it costs less than a dollar an issue of you subscribe for 3 years.
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