Here are some ideas:
Beach combing – Gain extra benefit from a day at the beach. Pick up a load of seaweed to feed your garden or some driftwood to fire the BBQ or fireplace (but only use in a stone fireplace with stone chimneys because driftwood is saturate with salt and will corrode a metal flue pipe.
Reading a book costing, say $1 from a second hand book exchange provides many hours of entertainment. Not only is this an incredibly thrifty form of entertainment, but you will also learn a great deal.
Use the local public library and your reading entertainment will cost you nothing – newspapers, magazines, novels, reference books and educational material.
Ebooks are a cheaper than the published versions. This is ideal for short publications like short stories and childrens stories.
Take the family on bush walks. Encourage them to appreciate nature. Most cities have a number of bush walks. Go take a hike! Make an adventure by climbing local landmarks (like the town clock tower!).
Make your own toys. There are lots of second hand books (or available in the library) showing how to make toys from cardboard and other materials. A load of sand will keep small children entertained for hours (and all of the cats in the neighbourhood!).
Hiring a video is much better than taking the family to the movies. It costs half the price of a single admission ticket to the movies, and what’s more you can usually have it for a number of days. This give you the chance to swap videos with your friends and invite a group around for a BYO video evening.