Here are some random tricks I've learned from a few years of growing an extensive container garden on a balcony (US midwest, zone 5ish):
* Use "scavenged" milk crates or, if you can get them, bulb crates - ask at garden centers that sell a lot of bulbs, preferably in the fall. They will usually have a ton of them and will sell them for $2-3 per crate. Line them with burlap (better wicking properties, but breaks down fast) or landscape fabric and fill with soil.
* When growing things like tomatoes that can form adventitious roots along the stem, trench planting helps to maximize root zone colonization in shallow planters. I plant tomato starts around the last frost date, wait until they're a bit taller than the crate is long, then prune off all the leaves except those at the very tip. Give them a couple days to scab up, then dig a trench and heel them in. They will root all along the stem and shoot up to the sky shortly thereafter. Keep the vines pruned around the base so the leaves don't interfere with watering.
* Keep everything heavily mulched to resist drying out.
* You can use a lot of scavenged construction waste for trellis/support. Long, skinny pieces of wood lath or cast-off threaded steel rod are things I frequently find in construction dumpsters, but you can use conduit or anything suitable. Anchor one end against the balcony railing, bend it in a big arc and anchor the other end against the building. Then run parallel support strings down to where the vines are growing. If you have enough space you can create a series of these arc-trellises. They are easy to take down for the winter.
* Pay a lot of attention to how the sun moves throughout the season, and what else might be going on to block it (e.g. buildings, trees leafing out). On my balcony there's a complex sequence that plays out early in the season, which I respond to by moving containers around. Also watch out for low afternoon sun, it can zap your plants. I have to put up a sun shade in mid-June through the end of July for part of my garden.
* Rainwater harvesting on a balcony is possible in many cases. For the cost of two 55 gallon barrels (about $15 each), two spigots and possibly a downspout or two, you can store enough rainwater to get through most dry spells.
* If you need more space, growing vines makes it easy to extend your balcony by leaning some sort of trellis off the edge. I use wooden grates with strings attached to the far corners, tied off to the railing. (These are brought in during the winter.) Beans and malabar spinach love to grow on them. (You can find malabar spinach in the produce section of your local Indian grocery. It roots readily from cuttings, then self-pollinates and produces copious seed.)
* Consider growing perennial vegetables, fruits, and herbs that will keep coming back every year with no effort. Sunchokes and chinese celery are two I've had success growing in containers, as well as all the usual European perennial herbs. You can often find the latter growing around and just take some free cuttings - I carry a grafting knife and baggies for this purpose. Be careful, though - not everything that's hardy when planted in the ground will overwinter in a container that freezes solid for six months (maybe not such a problem in Vancouver).
* Consider overwintering long-lived annuals if you have the indoor space. I have a whole gaggle of old-timers including a five year old hot pepper. Sticking them outside in the spring gets you a crop much faster than if you had to start seeds, and is vastly cheaper than buying starts every year. (Peppers will bloom indoors all winter, but won't bear anything without insect pollinators. One year I had an ant problem in January... the ants took an interest in the pepper blossoms and I wound up with lots of peppers in March!)
* Always consider what happens to the runoff from your balcony-watering efforts. Urban gardening is already a semi-tolerated activity in lots of places, and getting someone's car dirty (or worse) is not the way to win friends and influence people.
* Lurkmoar Gardenweb...