Back when I was poor and lived by myself a few years ago I used to go dumpster-diving frequently. (I'm still poor-ish, but I don't live by myself anymore.) I would take my bicycle, which I had rigged a milk crate on a rack onto, and go ride around the city where I lived late at night. Sometimes a friend of mine would go with, or if it was too cold I'd take my car.
It's not nearly as gross as it sounds--you take a flashlight, open the lid and look around. If you see something interesting within reach grab it! You don't even have to physically get inside the dumpster, although it's easier if you have a buddy along.
I found a lot of neat stuff during my excursions. My favorite thing had to be one of those good black Manhasset music stands; I had to go back with my car for that one though. (As a musician you can never have too many music stands!) There was also the DVD/book shelf at an apartment near mine and I must have looked quite a buffoon carrying that down the street! Then there was the wooden cat/doll bed I found by my apartment; I put a cushion in it and my cat actually slept in it! And a couple of card tables which I brought to my mom's to be used for outdoor barbecues and whatnot. Oh and at one thrift store they had one of those big industrial-sized dumpsters, one end of which was full of those metal cookie tins you see around the holidays one time.
And yes, I even dumpster dived food sometimes. Mostly bread, and sometimes fruit. You'd be surprised at how much perfectly good stuff gets thrown away rather than given away; it's enough to make your blood boil. I was diving alone at this one small grocery store one time; I found entire bags of oranges and apples. I took one of each and just then two people came out the back door and saw me. I turned around and left without saying anything, and they didn't say anything either. One of the oranges was bad, but the rest were perfect. And I never got sick from anything I dumpster dived either.
I never had any run-ins with the cops while dumpster diving. I never ran into other divers either, probably because it's something that's somewhat frowned upon and people didn't do it much where I lived. I remember a week or so after the fruit incident, at work I overheard two older ladies talking about how someone one of them knew saw someone dumpster diving at this place, and being judgmental assholes about it and I wondered if it was me they were talking about.
I only did it for a couple of years but I miss it. There's something peaceful about riding a bicycle around a city at night. It made me feel like a pirate on a treasure hunt. You never know what you might find! Reading diaries on here about surviving without cars made me remember it and how I used to ride my bicycle everywhere when gas was $4/gallon. Where I live now everything seems much farther away and biking isn't very safe either. However with the economy the way it is I encourage people to try it! I have a band director friend who dumpster dives around the campus he teaches at and has been reconditioning bits of furniture he finds. My mom also did it back when she was a broke college student.
A few words of caution: Local laws can vary with regards to trespassing and what is considered public property; check first. Also, never ever go into one of those dumpsters with a compactor!
Happy diving!