Support your local market! Most market pet stalls will be much cheaper than pet shops and you can see what you are getting, and they often have special offers (ok the stuff might be getting near date, but if you feed it fairly soon it won't make any difference). We often buy ends of lines and damaged packaging packs that shops won't touch so can sell them even cheaper.
If you use woodshavings for bedding, and straw or hay, the cheapest place is your local equine suppliers. A really large bag of shavings is �7.50 (will last you for months), a bale of straw is about �2.50 and a bale of hay about �3.50. You will need to have a car to transport it though 8-)