I have a good one. Doesn't have anything to do with games but definitely being a cheap ass...
My best friend and I became apprentices for carpeters (not carpenters, but people who specialize in installing carpet) and worked on removing and installing new carpets in apartment complexes frequently. I just moved into an apartment and my girlfriend and I had been sleeping on her twin bed for a week now. Being from a large family and a small home, I had gone the past four years sleeping on the couch so had no bed of my own. So one day we're unloading some old carpet into the dumpster when what do we find but a queen mattress, a full mattress, and matching box springs.
Now these things looked clean, but there was definitely no way to really be sure. I, on the other hand, had not had a full nights sleep in days due to the cramped sleeping area I had. My friend lived in an apartment with his dad and had no bed either, so he took the full size and I took the queen. Interestingly enough, we found 5 bed frames still in the boxes in a dumpster two weeks ago and took them. They weren't anything special, just the generic universal metal frames, but they did the job. So there we were with two "new" beds complete with box springs and frames fresh from the dumpster. My girlfriend is not as open minded as I am (or dirty, whatever description you choose) so I made my friend swear to never tell another soul where we got them.
I have to say that was the best find we ever made. I ended up keeping the bed for 3 years. The only problem I had was a couple springs went and made some dips in the mattress, but needless to say I had space to stretch out from then on. I never found out where exactly those beds came from and, come to think of it, I haven't told anyone until this posting that I had gotten a bed out of the dumpster.