One thing that Jason and I have started doing is game night. It's usually on Friday nights and I pick up take-out on the way home. We take turns picking board games to play and I don't have to cook. It's nice getting away from the television for a while and reconnecting. The take-out we pick up is usually not very expensive or I have a coupon for it (I know, big surprise). We already had a good supply of board games so we didn't have to spend any money on games. We might also work on a jigsaw puzzle or something as well.
We rent movies from Netflix for around $10 per month but that allows us to get movies through the mail as well as instant movies through our video game system.
Reading is another cheap activity. You can check out books for free at the library or pick them up very cheaply at garage sales. If you purchase the books, you can read them and then put them in your own garage sale.
Speaking of the library, you can also check movies out for free at your local library most of the time. Granted they won't be the latest movies out, but you can find "how to" videos, children's movies, workout videos and much more without spending a penny.
Playing with your dogs is also a great way to entertain yourself plus it's good for everyone involved.
Gardening is another fun way to pass the time (or so I've heard). To be honest, I do not like working in the yard at all, but I know a lot of people who love it. It's good exercise and makes your yard beautiful. You can get supplies fairly cheap unless you have specific needs with your gardening. In fact, I see people on http://www.freecycle.org/ all the time giving away free plants or supplies.
Personally, I also like to sew. I make quilts or other projects and sometimes even sell them. So this is a hobby that can also make you money. I try to get my fabric either with coupons or from garage sales. I also use old denim and other materials and repurpose them.
What fun things do you do on a budget? I would love to hear from you.