How should we save money?

The way the economy is it's getting harder and harder to save money. Some people are getting second jobs if they can just to earn more money. My fiance and I have no financial responsibilities other then our wedding right now, and we're happy that we're able to save. I think that money should not be considered a lifestyle as if it is then it would surely be a stressful lifestyle. Making money and being frugal with it is the best way I've seen to be stress free.