some cheap tweaks that worked for me:
dynamat (around $25) - use to dampen the chassis of components. better bass, definition... over damping can cause the player to sound dead.
hospital grade outlets (eagle, home depot <$10) - increases contact to power cords, huge improvement in my setup.
rf chokes (radioshack, around $2) - has helped reduce siblance when placed on power cords of some components (in my case an old adcom gcd700).
cement slabs (any home improvement store <$1) - fantastic amp stands. i've sprayed mine with dynashield spray (about $20/bottle). i like to use marble (<$15) for speaker stands.
IKEA LACK tables (approx $15ea) - i've been using these as equipment stands for some time. place a layer of dynamat underneath the table to help with vibration. cones help as well.
vibrapods ($25) - don't like them under anything but my preamp, but it does wonders there.
various isolation tweaks (bike tubes, stress balls, arrowhead points) - cheap alternatives to their "audiophile" name brand counter parts.
lead weights (a few cents/lb) - i prefer weighlifting weights over a mouse pad to sand bags, but that's just me. looks nicer as well.
speaker positioning (time is valuable) - read the guides on aa's faq and experiment. should always be the first tweak.
plants ($10-15) - i use them in the corners of my listening room... not as good as dedicated treatments but they do help and brighten up the room.
black opaque marker (any art supply house <$5) - treating the edges of cds is audible in my system, and i used them for years before i discovered auric illuminator.
DIY power cord (any home improvement store <$30) - i used doc b's receipe, works great for sources.
i'm drawing a blank, but i know i've got more.
hope this helps,
carlo.
