Dining out - I get my savings from coupons (regular mail, e-mail, on-line), loyalty cards, The Entertainment Book and Restaurants.com
Groceries - I get my savings from using my Couponizer to organize my coupons and The Entertainment Book, (I don't count these "cards" because you need them to shop)
There are (2) types of Loyalty Programs- FREE and Paid - These Loyalty Programs come in all sorts of shapes and sizes. From "Punch Cards" to Key Fobs & Barcode Cards. (I find the Key Fobs the best as I always have my keys with me)
If it is FREE then it is a no brainer - Take a Punch Card, Get a Key fob or Card, or Give'em your e-mail address. (I recommend a separate e-mail account for Loyalty programs and Survey Sites). For those that charge a Membership Fee (make sure it is worth it before handing over your cash)
Movies - I get my savings from my Regal Loyalty Card & The Entertainment Book
Misc - I get my savings from Coupons (regular mail, e-mail) loyalty cards, and the Entertainment Book