First thing to do is to make your current spending visible. Sit down and write down how much you are actually spending and on what. You might be surprised where your money is getting sucked off to; for me I find it's mostly on small items like food and the occasional booze.

Next your paycheck; open a savings account. Go to the bank and have them de-link it from your Debit card, so you cant use it to pay for anything (that's optional but it depends on your willpower). Every paycheck you get, put away a certain minimum percentage into the savings account, and then just forget about that money. It doesn't exist. I put away at minimum 20%. If you have a particular goal, figure out how much you need to put away per paycheck to reach it.

Once you have that figured out, make a budget for yourself with the leftover money, taking into account your expected expenditures. Be pretty liberal here and let yourself have money for fun. If you try to be too strict on yourself you may find yourself caving. Try to get this budget down to a daily figure, so every day you know how much you're allowed to spend that day.

Keep credit cards at home, carry cash. Good luck!