Do online discount codes work?

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I was talking to someone on a forum who said they never buy anything online without using a discount code. I didn't know what they were talking about, but they said most websites have coupon codes you can enter when you're making your purchase and end up saving money. Is this true? Has anyone done this? I'm not too savvy when it comes to the internet so I don't know if I'm being scammed or something. They showed me this site ( http://www.discountcodes.me.uk/ ) but I don't know if it's safe and if they're legit coupons or if it's some sort of scam thing, which I hear there are a lot of on the internet. Can I just hear from anyone who actually uses coupon codes? I need someone to verify it for me. Thanks!