After you are done shopping and get your receipt... KEEP IT and check the bottom for surveys and "your chance to win". Stores like JCPenny, Victoria Secret and Bed Bath and Beyond have great opportunities to get coupons to use on your next purchase. So remember don't throw those receipts away!
Also check to see if your favorite store has an email sign up to receive coupons. Kohls has great coupons. You automatically get a $5 coupon just for giving them your email address. And remember if you don't want a bunch of junk mail or coupons being sent to your main email address, just sign up for a free secondary email address through gmail, gmx or yahoo to use as your coupon inbox :)