I dont know many last minute specific opportunities. That said, in general you can keep costs down by travel hacking.
Also, check out Scott's Cheap Flights. They send out flight deals via email. In the last week I've got alerts for round trip fares from West coast US to London ($350), all over Europe ($450), India ($600), Japan ($450), etc. It's not necessarily last minute deals, but being flexible with dates helps.
Oh - I don't know much about them, but if you're interested in cruising check out repositioning cruises. Basically cheap 1-ways on cruise ships that are repositioning for a new route.