Another thing that works for a lot of people is $5 bills.

Everytime you get a $5 bill in change, you take it home and stash it in a secret spot.

It is comforting to know that:
1) you have the strength to do this - it takes discipline
2) there is a little of money for those day-to-day emergencies (NOT to be used just because it is there). It tends to be called a "milk money fund" (ran out of milk, bread, cat food, etc)