+ 1 on Rabbi's suggestion of "Millionaire Next Door".
Also, always think long-term, and in terms of net worth. Amortize the cost of large purchases over the life of the product and see if it really is as good a deal as you think. Keep a ledger of your net value (total assets less total liabilities) and update it monthly.
Also, make sure you are making frugal choices and not cheap ones. Buy based on value, not on price. If a widget costs twice as much but will last four times as long, it's a better value. Also give yourself things to do that don't cost so much. Think about this, if you rent 2 movies a week at $3 a pop, that's 25 bucks for eight nights worth of entertainment. You can get basic cable for around $35 and have something to watch virtually every night. If you like magazines and buy one a month at $4 each, that's $50 a year. For the cost of two or three newstand issues you can subscribe for a year. Or you could do without cable and magazines and go for a walk or take up a hobby. Or you can volunteer at a local food bank or childrens' shelter. Very rewarding, and also free.
Also, get a library card. Books are fun, in case you've forgotten. Try reading the entire Tom Clancy collection from cover-to-cover and in chronological order. It'll take a while. And it's free from your local library. You can also check out movies.
If you smoke, quit. Right now. No excuses, no whiney "oh-poor-me" or "it's so addictive" BS. Just do it. It's only as hard as you let it be. I did it, so can you. And a pack-a-day habit at $4 a pack costs you almost $1500 per year. Same goes for booze. And eating out. Cook at home, it's not hard. Go to your local bookstore and buy a bachelor's cookbook, or something along the lines of "One-Dish Simple". If you don't have a crock pot or slow cooker, get one. You can make a big batch of someting and freeze it in single serve portions you can reheat in the m-wave. And learn to like rice, beans, potatoes, and pasta. Learn to make one or two simple sauces (easier than you think). With five or six basic food items you can mix and match more than you think. Try living on a food budget of $30 per month and still maintain a healthy diet. It's not much fun, but it is possible. And I did it for years.
Take it from someone who learned the hard way - there are many things you THINK you need which you can easily do without. And sometimes being frugal means making a big single purchase that will last you a while. What do you REALLY need? Simple - food, water, shelter. Everything aside from that is a WANT. Prioritize accordingly. Take the savings and aggressively attack your debts. Line them up from smallest to largest, paying the minimum on large balances and using everything left over to pay off the small balances. As balances get paid off, tackle the next largest item on the list. It works, and works well. Using this system I went from being almost $30,000 in debt to a six-figure net equity in less than five years. Was it a pain in the butt? Yes. Were there times I wanted to say "heck with it" and go live it up and have a big 'ol party? Yep. Now that I am almost totally out of debt (including car and house) and see the light at the end of the tunnel, am I glad I did it? You better freakin' believe it!!
Brad