Other Places to Stay (for free!)

Be a Vagrant
This is an option wherever you choose to go--not a smart option--but an option you could choose nonetheless.  I don't advise this (primarily for safety reasons), but if you are willing to sleep in airports, train stations, bus stations, parks, beaches, back allies, under a rock, etc. and are willing to possibly be arrested for violating the law (improbable, but entirely possible if the authorities are in a bad mood) then you could save some money doing this from time to time.

Links:
The Budget Traveler's Guide to Sleeping in Airports Donna McSherry offers a guide to sleeping in airports all over the world

Staying with Friends and Family
Hey it's free!  Before you leave for your journey abroad make sure you tap all your relatives..er..I mean resources.  Your second cousin once removed owns a chalet in Switzerland--be sure to visit dear cousin Hans.   Your sister's friend's college roommate is now living in London--you simply must stop by keep her abreast of the latest news from home.  Okay you get my meaning. If you know someone in Europe contact them before you leave, you might be able to get a free night's lodging and personal tour of the city they live in.   Try to be a grateful and courteous guest--these people are doing you a BIG favor.   Be sure to send them a thank you note when you get back home or a post card from another leg of your journey.

Home Exchange
Global Free Loaders is an online community, bringing people together to offer you free accommodation all over the world. Save money and make new friends whilst seeing the world from a local's perspective.

Holi-Swaps Vacation Properties Program  Holi-Swaps vacation property exchanges, rentals, travel and tourist info, free newsletter and more..

Places2Stay Free accommodation for travellers, backpackers and people that want to make new friends worldwide.

Stay4Free An organization founded by a group of world travelers and PLANT hosting & co-location. Find addresses of people offering free accommodation to travelers all over the world.

Trading Homes International - Home exchange across the world - Join our worldwide roster of home exchange members and experience an exciting, inexpensive and fun way to vacation. By exchanging homes for your next vacation, you'll save money, make new friends, and live like a local, not like a tourist! Join the fun!