I have a movie-related habit to share with my fellow tightwads.
Some time ago, I realized I didn't actually need to eat or drink (I suppose it's fashionable to say "hydrate" now to justify the expense) every hour or two. Camel-like, I can actually go several hours between meals and water breaks. In fact, I do it all the time at work during meetings, or while working at home. People do not actually need to graze like cattle or nosh constantly while watching other people exert themselves at a sports event or on a screen.
Once I had this inspiration, I realized that most movies last about an hour and a half. Even a Lord-Of-The-Rings style epic is only about three hours long. So if I took a bathroom break and then had a drink of water from the public fountain in the cinema, I could comfortably get through an entire movie without having to eat or drink. This freed me from the notion that I was somehow obligated to buy food from the concession or try to sneak it in.
Now, when I go to a movie (I won half a dozen free tickets earlier this year), I bring in something to do with my hands. I work on crochet or knitting in simple patterns that I can easily do by touch, or I bring some mending or quilt binding. This allows me to get some useful work done (albeit somewhat slower than normally) while watching the movie. Indeed, if I watch a DVD at home it's generally while getting the same kind of work done; I don't truly believe I have the moral right to slack off even while relaxing, so during my down time I try to get some of my gifts made up. Taking hand work to the movies was a logical extension of what I do at home. I find I get more emotional and psychological benefit out of the movie and the craft work. Calorie-wise it helps as well: when I have something to do with my hands I'm less likely to want sticky or greasy "finger food".