If local deals and cheap food are out of your price range—consider paying zero dollars to satisfy your needs. While the general concept might be a little unsettling at face value, quality goods in pristine condition (including food) are thrown out every day. Check out [this] Wikipedia article for some more info about the details. Also, diving can be questionably legal, as found here. Please check out your locale's laws concerning it.
FallingFruit.org: The global freegan / foraging map now includes some of the locations mentioned below (mainly the market and several Bruegger's stores). The map can be edited, much like a wiki, to pinpoint other choice locations.
Food
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Bruegger's is a goldmine for free bagels. They're usually tossed in a clear twist tie sealed bag. Old bagels are worthless to sell directly, even after a few hours. You will not be finding week old product, always seeming same day finds (in the experience of the editors of this article). The clear sealed bags allow quick and easy inspection to see if anything else has been tossed in with the bagels that might contaminate them (coffee filters, empty beverages, half eaten food). Even if mixed with less than desirable refuse, you'll almost always find the majority of bagels in a bag untouched... and for those who will not except any mixing of trash products with their bagels—it isn't uncommon to find bags exclusively containing bagels. Great free way to walk home with thirty or so perfectly edible bagels.
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Dunkin' Donuts is a somewhat reliable place to score a bit of sugary goodness.
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Public Market at the end of each day is widely regarded as a veritable treasure trove. Vendors at the market often trash produce left unsold at the end of the day, produce they were only moments before selling as fresh. You'll also find better deals toward the end of the day, and reportedly you will be occasionally able to convince a vendor to allow you to walk off with what produce they're moments away from dumping.
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Food distribution centers often are a good source of food that is just a few days before expiration, as, these foods might have expired in transit.
Misc
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At the end of each school year, students leaving college dorms place at the curb an always interesting variety of items. From box fans and futons to wall posters and lamps—it can be a great way to make off with perfectly usable items. Do not limit your search to local college campuses only! Areas like Monroe + Park tend to have a high percentage of students residing in the area that place at the curb all that will not fit in the back of their car. This is how Robert found his wife.
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Malls tend to have several of the wares of the stores within thrown away. Shoes, flashlights, clothes, and other items have been found.