Garage and Yard Sales
The absolute cheapest place to find furniture and household items. Most things are under $10, and you can always haggle. People who hold garage/yard sales just want to get rid of what they peceive as junk. They're not out to make a lot of money, since they think it's junk -- BTW, don't disabuse them of this notion. If a seller thinks you're hot for an item, s/he is likely to hike the price up. This applies in all shopping endeavors.
Flea Markets and Swap Meets
*Sigh* I remember the days when all flea markets were like a hundred little garage sales piled into one parking lot. Not these days. Many flea markets have become nothing more than outdoor malls where people sell junky new merchandise like cheap toys and trashy clothes. If you can find a flea market where at least half the merchandise is old and second-hand stuff, enjoy it while you can! Those flea markets (often called "swap meets") are great fun and very worthwhile. Again, play it coy if you find something you like -- experienced flea market sellers will jack up the price if they think you're dying to have an item.
From the national chains like Goodwill and Salvation Army to local charity thrifts and mini-chains like Savers, thrift stores are the good ol' standby and a mainstay of budget home decorating. Look in the Yellow Pages and find all the thrift stores in your area. Get to know the differences and specialties of each store. You can also find out what day they get new merchandise in, and when they put out seasonal items. One category that most of these places excel in is dishes. For a few dollars or a few cents, you'll probably find lots of glass, china, silver, and brass dishwares -- everything from utilitarian plates and cups to ornate trays and fancy goblets. Another frequently found item is candleholders in all shapes, materials, and sizes.
These are garage sales held by rich people, or, more often, a rich person's heirs after said person has died. The heirs just want to get rid of the old person's stuff as fast as possible. The prices are usually higher than a typical garage sale, but you might find some unusual items for modest prices. Unfortunately, antiques dealers often stake out estate sales and try to snap up all the best stuff, so get there early.
Unless you've got bucks, don't bother too much here. On the rare occasion you can find bargains, but it is pretty rare. Antiques dealers are as fond of the 100% markup as regular retail stores are.
Now we break into the first-hand merchandise sellers. Discount and off-price stores like Ross, Marshalls, Target, and Wal-Mart can be surprisingly good places for affordable luxuries like silver candlesticks and tapestry table runners. Pick through the housewares departments at different seasons, and don't forget the clearance racks. Also in this category are the clearance centers and outlet stores for major name-brands. You never know quite what you'll find there -- it's either absolute crap or it's a fabulous find.
These are the top of the line retailers like Macy's and Bloomingdales, and usually these places are the most expensive. But every now and then they have big sales, and they almost always have clearance racks. Plus, just looking at what's currently in fashion and what it costs lets you know how good of a bargain you're getting elsewhere.