Register at homedepotmoving.com, they will send you a 10% off discount coupon. The website also has a lot of tips for decorating your new home.
Same with Lowes:
Lowe's Home Improvement
You'll get the coupon in the mail. Make a list of everything you need and make a bulk purchase to maximize your savings using that coupon.
Belfort is awesome if you want to find quality furniture at clearance prices, just go to their warehouse and go straight to the clearance section in the back. We found a king size four-poster bed for $399, the price was marked down from $1400 to $399 as it was missing the posts from the headboard and footboard. All I had to do was cover up the four holes and the bed looks awesome.
Like previous posters have said, Costco is also great.
Also check to see if you have a programmable thermostat, if you set it up to kick on the heating around an hour before you arrive at home, that helps a lot in lowering energy bills.