Many people champion thrift stores as a way to save money. And in many instances, you actually CAN save - I buy things like books, stupid t-shirts, and costumes at the thrift store, and I've even known people who have scored dressers and sweet old rocking chairs for about $10.
But don't let people trick you into thinking that thrift stores are magical fairy lands filled with gumdrop houses and sunbeam roads and carriages pulled by sugarplum fairies. The reality is that thrift store shopping takes as much brain power and dedication as retail shopping -- sometimes more.
This was the Google Image search result for "Gumdrop Houses." (source)
1) Be in it for the long haul.
Thrift store shopping isn't a "I-just-have-to-pick-something-up-right-quick" stop. You can't just duck in and grab a pack of socks or a new set of pots and pans. In order to get anything out of thrift stores, you really have to put in some time. Set aside a few hours to spend in the store, picking over the sections you're interested in, and you'll have better luck.
2) Stop in often.
If the thrift store is popular, their merchandise is probably restocked pretty regularly. New donations will come in throughout the week, so what you saw last week might be completely different from what's there today. Make a conscious effort to go often - you'll get the best stuff, too, since you'll get there first!
3) Inspect it before you buy it.
Thrift stores sell used items. Used items may have flaws, like a small stain on a shirt, or scuff marks on some pumps, or ripped pages in a book. Take a good look at something before you buy it to figure out if you can fix it or live with the flaws. Buyers' remorse from a thrift store is probably the saddest thing I've ever heard of.
4) See the potential.
Especially with furniture, look beyond what you see. Does that awesome dresser have a few scratches that could be covered with a fresh coat of paint? Would that picture look great in your dining room, just with a new frame? Thrift store pieces that are made over can add a ton of unique charm to a place, if you're willing to put in the work.
By all means, enter the Wonderful World of Thrift -- just know which brick road you're following before you drop a house on a witch and . . . I'm not sure where this metaphor is going.