I always enjoy buying old things on sale at the super market. My favourite is cheese (not that there is much of a selection in rural Japan :-P). They've got this relatively nice artisan gouda in the grocery store which is insanely expensive. Once it goes past the best before date, it's marked half price. I'm always thinking, "Thanks for ageing my cheese" as I buy it ;-)
My wife calls me the "Half price king" because I wander around looking for things. Bizarre stuff you can get on sale includes wine (where they have no room on the shelves and have to sell their old stock to accommodate the new stock -- companies pay for placement!), but also stuff like cultured butter or yogurt (yogurt fermented with a theromophilic culture by a reputable supplier will last months and months), natto (well... I like it), pickles, etc. I also look for beef that's gone off colour, or deep sea fish that's been kept frozen. Also, fruits are often great just before they go off, so as long as you intend to eat it that day, you can often get really good discounts.
On the downside, I have to warn my wife about buy bread and spices on sale -- some things really go down hill with age.