General Activities
These are activities that pretty much anyone can do for not much money.
Although this site mentions many places where you can find free and cheap activities in Arizona, some of my suggestions may apply to other places, too, because certain activities can be done anywhere. It's just that the locations I mention are specifically Arizona locations.
I had a lot of information about Museums, which are great places to visit, either for free or very little money, and Restaurants, so each of those activities has its own page. Some of the suggested date activities could also be done with friends as well as dates, and don't forget to check out the Resources page, which has links to libraries and community centers, where you can often find free or low-cost classes and activities, community pools where you can swim during the summer, and more!
Reading
Reading is an important activity because, not only can it be entertaining and informative, but much of the time, you can do it for free or nearly free! Libraries are the classic place to go for free books. They have them in abundance, and they cost nothing, unless you frequently turn them back in late (like me, although I like to think of them less as late fees and more like donations to support a venerable institution). Libraries can also be a source of cheap books for purchase because pretty much every library has a little shop or discount rack of discarded or donated books. Having raided these many times at different libraries in the area, I can tell you that it's easy to find books for $1 or less, and sometimes, when they need to clear more shelf space, they offer specials or even books for free. (The books for free are sometimes damaged in some way, so it's a bit of a gamble, but still worth checking out.) Each of the libraries also has book clubs which you can join for free.
Those aren't your only options, though. Some bookstores that sell used books, like Changing Hands in Tempe, have discounted books or even a special cart of free books. These are usually ones that either haven't sold out after being in the store for awhile or seem a little out-of-date or are damaged in some way. But, although some of these free books may be slightly damaged, they're worth having a look at. I found a great cookbook on the Changing Hands free cart with some recipes I really liked, and it was only free because there was some slight water damage. (Water damage is impossible to reverse, but it doesn't necessarily make a book unreadable.)
Free books might even come to your neighborhood in the form of Little Free Libraries. When you find a Little Free Library, kind of a fancy box containing books that the owner or others have placed there, you can take any books you want and leave any books you want. Generally, it's a good idea to contribute something if you also want to take something, but there are no hard and fast rules about what order you do it in. You could take a book, read it, and then return it. You could take a book and then return later with something else to donate, if you aren't prepared to donate one right away. You could donate several books without taking anything. There are lots of possibilities.
Once a year, for one weekend in February, the VNSA Book Sale is held on the Arizona State Fairgrounds in Phoenix. There is a parking fee for the fairgrounds, but you can still get some great bargains at the sale, especially if you go on Sunday, when books are half of their usual prices. With an entire warehouse full of books, you might spend more than $10 per person just out of temptation, but the selection of books, music, and other items is amazing. You can find even some hard-to-find books for much less than you can online, which is why I include it as a possible "cheap" activity. The VNSA Book Sale benefits local charities.
There are also sites where you can read books that are in the public domain for free online, like Project Gutenberg.
Board Games
Board games, or card games, if you prefer, are great low-cost activities to do with a group. Brand new board games aren't cheap, but you can get a lot of use out of them, and most of us have a number of them already. If you don't and don't want to spend the money on new ones, no worries, because there are plenty of places to get used ones, such as Bookman's, which has locations in Mesa and Phoenix as well as in Tucson, where it started. Bookman's is a used bookstore, but it carries a lot more than just books. You can also buy used movies, toys, knickknacks, musical instruments, and video and board games there. If you bring books or other items to trade in, you might also get some store credit that you can use in making your purchase. (You can sell items there for cash, too, but they always offer a higher amount of store credit for items than what they will pay in cash.)
Playing games with your friends over coffee or pizza in the evening can be a lot of fun, but if your friends aren't as into board games as you are, there are also places where you can go to find people to play with. Game Depot in Tempe sometimes hosts game days where you can come and see game demonstrations and play games with other people for free (you can even bring games of your own and look for players). You can also find board game clubs to join on meetup.com
Hiking
When your own feet are your mode of transportation, there aren’t many costs involved, but be sure to wear the proper clothes and sunscreen and bring plenty of water with you! Hiking in Arizona isn't always like hiking in other places. It gets very hot here, especially in the summer, and people who aren't experienced with Arizona's heat and dryness sometimes underestimate it. It's also very rocky, and hiking trails vary in their difficulty.
Keep in mind these safety tips, and if you don't have what you need immediately, go ahead and buy it! Being safe is better than being cheap, and it will all be worth it in the long run. Also, when warnings are issued that it's too hot to hike: believe them! No matter how experienced you are, no one is immune to the heat.
This article recommends some easy paths for new hikers in the Phoenix area, but there many other trails as well.
Get out in the fresh air and enjoy the beauties of nature!
Geocaching
Geocaching is kind of like a treasure hunt, coordinated through a website*. Various players hide "caches" for other players to find. Some of them are big enough to contain small items, like little toys, that finders can take or trade for something of their own. Sometimes, there are "travel bugs" which are small items that aren't meant to be kept but passed along to another cache. Each travel bug has a special identification number that finders should use to record finding the travel bug on the website. The owners of travel bugs monitor these finds to see how far their travel bugs have traveled and where they are now. Some caches are very small and contain only a list for finders to sign in order to prove that they've been there. The website keeps track of players' finds when they sign in and log them and tells them where to look for caches in their area.
The game is played worldwide, with caches hidden in cities and the countryside. There are some caches that are hidden in out-of-the-way areas that require hiking to reach, but there are plenty of easy-to-reach caches to find within the city for less adventurous people or those who would like to include their children in the activity. Every cache has ratings to explain how easy they are to find and reach.
* You can sign up for a basic geocaching account for free at www.geocaching.com, but you get extra features with a paid account. You need a smart phone or other Internet capable portable device in order to play.