Used appliances: Depending on what it is, sometimes you're better off getting new. I'm thinking of the freezer - the old ones use a TON more electricity than new, new is pretty cheap & you'll make up the difference in a year on electric bills.
Appliance Smart has been a good place for me - I bought a scratch n' dent dryer there, one that was being sold in stores at the time, for $250 less than the cheapest I'd seen because it had a scratch & small dent on the door.
Craigslist can be a good resource, although you have to stay on the searches and be able to go grab stuff quickly.
For a mattress - DavidF could hook you up... Sam's Club always has cheap mattresses and Ikea isn't far & has some great deals. I bought an Ikea bed & got it home in a car, so you don't necessarily need a huge vehicle.
For soft goods - sofa, chairs, anything upholstered - the reputable used furniture stores in town have some nice stuff (and aren't going to be bedbuggie). Hard goods (dressers/tables&chairs/bookcases), you can get from anywhere - yard sales, craigslist, auctions, whatnot.
Then there's always the bumming off friends/family. :)