All of my things are absolutely about personal preference -- what I and my husband consider important to a vacation is not what others need. But at least I can say I gave these budget savers a go!
1) Eating breakfast in the room. We eat a quick, boring breakfast at home every day b/c we're in a rush to get out the door, plus I do all the cooking the rest of the time. I also LOVE to try new foods/places, and a big breakfast is a rarity that actually makes DH happy as a lark. So we realized after our first attempt at this that we were killing part of the thing we really enjoy about vacations -- I get to eat out, someone else does all the work, and DH gets his ginormous hot breakfast. Not worth saving the money on for us.
2) Value resorts. Achem, always a touchy subject, but let me say again...this is personal preference and personal experience. Your mileage probably varies. We tried it and it is really, really not for us. Many people cite it working for them b/c it's only a place to sleep, but DH and I consider our time at the hotel part of our vacation. We love to come back to the hotel mid-day and relax, or have an early evening where we hang out at the pool, use the amenities, walk around the resort, etc. So we need a place to stay that offers attributes we're looking for, that make us feel happy and comfortable. We didn't find our experience to be remotely conducive for what we were looking for, and realized it was simply not worth saving money on.
Just personal preference, but the worst one I got was just use the buses and don't worry about other transportation...
SO did not work on our 2004 trip- my hubbie calculated we wasted a full day on waiting for buses, riding on buses, and everything else- and more fights because were were hot, exhausted, and just completely peopled out..
And this is #3

We did the parks without a car, and we've done the parks with a car but occasionally utilizing the bus/boats/monorails and, except for a few occasions, we'd really take the car almost every time. Though there are MANY reasons why, the biggest is that while car rental costs money, my park tickets cost a lot more. So I'll spend the money to give myself more time doing what I want to do. Time is money after all

And personal comfort is worth a bundle besides.
Edited to add #4 -- carrying water into the parks. I don't mind carrying one bottle each, but for even half a day I'd end up carrying a lot of water to suit how much I typically drink. I end up feeling like an overloaded pack mule, and frankly water is just heavy (and forget running back and forth to lockers!). As wasteful as it is, we now budget to buy bottled water while in the parks. I know we could do fountains, but I am weird about the taste of water and buying it from a vendor means it's always COLD. So worth splurging on.