Italy
One of the least expensive Western European nations to go to is Italy. There is no reason at all to ever take a taxi while in Italy because the country's public transit system is so amazing. As a result, if you try to travel from Milan to Pompeii in one trip, you'll probably end up paying a lot of money for high-speed trains.
Instead, if at all possible, choose one region and stay in it, allowing you to travel using local trains and buses. The local slower trains will take three times as long but cost you a quarter of the price if you absolutely must see the sights of Rome and Venice in one trip. Similar rules apply to the major tourist attractions in the nation. The bigger attractions, like the Colosseum or the Vatican, all have expensive entrance fees, so choose just a few of your favorites and spend the rest of your trip at cheap or free attractions, like strolling through the Villa Borghese Gardens or tossing a coin into the Trevi Fountain. Avoiding a trip to Italy in the summer, when everything is more expensive, lineups for attractions are hours long, and the humid weather makes everything a little more inconvenient, is the best way to save money there.