How do I save money?

Now, this topic could be read in a couple of different ways, so I'll try to cover savings, money you stash away for a rainy day or specific purposed. I'll cover ways to actually save money day-to-day in another topic.
So, how do you start saving? It's really hard to do when you live paycheck to paycheck. By the time you get your paycheck, almost every dime from the last one is gone. There doesn't seem to be any wiggle room, how can you save money you don't have? Well, the best way is to never have the money to begin with. Do you really think you'll notice a huge difference if you get $25 less from your paycheck? I doubt it, because I don't. So, when you get paid, set aside $25 in a savings account.
If you get your checks direct deposited, it's even easier, because all you have to do is tell your employer to deposit the $25 in one account and the rest in another, you never see or touch it. Personally, I have 4 different savings account, and I sock away $25-50 into each one of those accounts each paycheck.
The next problem is, how do you not spend the money? You have this ever-increasing balance in a checking account, and you might get the urge to spend it, but it's really easy to keep from doing that. Make sure your savings account is hard to access. Using an online account does just that. You can still get money out when you need it but it takes a few days and some planning, so you'll be less inclined to move the money around.
One great online-only bank I highly recommend is INGDirect. If you're interested, I would gladly send you a referral to them, which will net you an easy $25 just for starting an account, just drop me a line and I'll get you a link.
Please don't forget to check out the free online book linked to the right, "You Need a Budget (the book)" where you'll get even more ideas and ways to start saving money.