Cheap transportation from city to city: Bla Bla Car
Bla Bla Car is a company that allows people to list their upcoming car trips and charge people for tagging along for the ride. It is much cheaper than a bus or train, you get to meet new people, and there are often more convenient times than with other forms of transportation. I used Bla Bla Car to find someone driving from Cadiz to Sevilla for my final night in Spain, and not only was the journey quicker than a bus or a train, it was half the price! (7 Euro!). I was able to practice my Spanish and get dropped off exactly where I needed to be. In terms of safety, there are reviews for the drivers so you can rest assured that other people have had safe trips.
Cheap (free) city tours
Some tours are definitely better than others, and I would recommend Feel the City in Granada (ask for Tere or Nono), and Medi in Sevilla (he is the slender Moroccan tour guide who congregates hostel-goers in Plaza Nueva at around 10:45 in the morning and again at 5:30 in the afternoon for two different free tours that anyone can join). I wasn’t a huge fan of the Pancho tour in Cadiz as the guide wasn’t particularly engaging, but it was free and only about an hour and a half (12PM outside of City Hall).
Eating in Spain to please the belly - and the wallet
Tapas are also great to share with a big group as you can then try a whole bunch of types of food. Some must-haves in Spain include tortilla (Spanish omelet with potato), potatas bravas (roasted potatoes with a bit of a spicy tomato sauce), boquerones fritos (a small sardine-like fish that is fried, or any fried fish), anything with jamón (ham, generally cured), and whatever the house specialty or recommendation is.
Another recommendation for Spain is the chain restaurant 100 Montaditos (which recently opened up on Bleecker street in NYC!). They are known for their inexpensive menu of montaditos (small sandwiches) ranging from 1-3 Euros, and their beer and sangria menu at the same price. TIP: on certain days (Mondays and Wednesdays I believe), the menu is two-for-one, meaning you can get two sandwiches that come with potato chips for one Euro!
Affordable accommodations anywhere: Airbnb & Couchsurfing
Airbnb is an inexpensive way to get an authentic experience in a city. I document a lot more about Airbnb here, but overall it gives you access to a room in someone's house (sometimes their entire home) as well as personalized advice for things to do, from the perspective of a local. I like this option because you can read reviews and pay for your stay directly through the site, so no money needs to be transferred in person.
The other company that is extremely popular for budget travelers is Couchsurfing, which is like Airbnb but completely free and sometimes you get a bedroom, but sometimes you just get a couch to crash on. I haven't used this service for a place to sleep, but there are other benefits. On my way from Sevilla to Cadiz, I stopped in Jerez de la Frontera for the day - but knew I was going to have a problem if I had to carry around my luggage (and I knew the train station had no lockers). So I jumped on the Couchsurfing website, looked through reviews of friendly locals willing to lend a hand, and found Javier, a very nice guy who offered to take my luggage for the day so I could enjoy his city! Couchsurfing is also a forum where travelers can meet one another and where you can check out events and activities organized in different cities. So while I can't vouch for them as an accommodation website (although I know people who have used it and loved it), I highly recommend it for other uses!