Breadboard jumper cables for DIY projects aren't terribly expensive, but if you're looking for an even thriftier solution, Make Magazine points out that regular office staples work just as well.
Staples typically have a thin layer of glue that's used to hold them together. So to use staples in place of jumper cables, you first have to soak them in acetone. When you're done soaking them, you have an incredibly cheap alternative to jumper cables.
Since staples come in a wide range of sizes, you can use them in a variety of ways. The one limit is that since staples are not insulated, you can't overlap them in the same way as regular jumper cables. Check out the post on Make for a full guide to getting your staples prepared.
Technique: Use Staples as Breadboard Jumpers [Make Magazine]