I work from home so no commute, gas, added car maintenance, etc. I cook/prepare almost all meals at home, which usually consists of just a sandwich for lunch and basic chicken, veggie, or pasta dish for dinner.
My monthly cost of living is low. Besides car expenses (which is one of my vices: Cars, Clothes, and Technology/Electronics, and Traveling), I split a few utilities, but they are cheap since I live in a brand new efficient apt, and I have my internet, cell phone, and land line expensed. No rent or mortgage, since I live with my girlfriend and she owns the place already. I carry a minimum of insurance since I'm young, healthy and have no one to support.
I travel for work about 30% of the year, and I can expense all meals, incidentals, mileage, hotels, flights, rental cars, etc. So that is when I live it up
I watch a lot of movies at home, for free, and I buy used books and sell them back.
I think I'm pretty frugal, but I know people much more insane about it all than me. I just try to balance it out because the things I do enjoy and spend money on are not cheap.