I agree on you with that part; buy as much as possible in supermarkets and take that with you. This counts for both food and drinks. The price for a single coke (0.33 or 0.5 liter) is more than the price of a 1.5 liter bottle in the supermarket.

However, this also has a downside: I think we all enjoy going to a club / pub and going out to eat dinner (together with your partner for example). That experience is more than just the food or the drinks if you know what I mean. However, if you really have to save money (because you've got financial problems each month) you should stop doing these activities.