Coupons can save you tons of money. If you work it right, you may never pay full price for DVDs or music ever again.
Get on the mailing lists for your favorite stores. Yeah, you hand over an email address for endless spamming, but you also get coupons that you couldn't get any other way. For instance, Borders routinely offers 20% to 40% off on books, DVDs, and CDs, and Joann Crafts offers anywhere from 20% to 50% off—and the coupons arrive every couple of weeks, or even weekly. Get a free email account to hand out only to stores if you're worried about spamming. Most stores are good about not reselling their customer list, but the store ads do arrive in your inbox early and often.
Don't buy it unless you were going to buy it anyway. If you don't normally buy Crunchy-Os and you're not sure you'll like them, don't buy them. Period. Even if the coupon is for 75% off, even if it offers you something really neat along with a box of Crunchy-Os. It's way too easy to spend more than you might have saved just by buying things that were on sale.
Any time you buy online, Google for coupons.
There are, oh, approximately a squintillion sites that gather current offers and coupons, so even if you're not on a mailing list, you can get big savings with the right code. Just search for the name of the site you want to buy from, plus the word "coupon."