Sometimes I think the best type of bargain is the one you stumble across unintentionally. I was at Marc's yesterday (a local discount type grocery and odds-and-ends store, for those of you not in Ohio) and found a king size "down alternative" comforter for $19.99.
It's not the highest quality thing ever, but it's definitely warm and not an eyesore. Mr. Scrimp and I live in an old house with steam heat, and the radiators are fab except in our bedroom, where they are non-functional. This makes blanket number four to go on the pile we sleep under.
This winter, experiment with keeping your heat a little lower than you might like. It's a lot cheaper in the long run to wear a second layer, buy some house slippers, and sleep with an extra blanket than it is to burn all that energy keeping your house at 70 degrees all the time.
And remember, kids--always keep your eyes open for a good deal.