Muz mentioned some really great ways to minimize file size in his last article concerning just that, but there are others. Most of them are rather specific to what kind of game you're making but are rather mentionable. So, here it goes...

Sound Effects:
Compression is the key. Don't over-do it though. Use a program like cool edit if you have it and save your wav files so that they take up less file space but don't sound like they're being played through a paper towel roll.

Repeated Frames:
This is especially usefull for RPGs, where the main character enters and exits houses and such. Many klikers would normally make a screen for each house when operating from a global value can distinguish what furnature is placed where, what character is displayed in the house and what they say to you.

Packing Frames:
This method is usually only good for overhead games where instead of placing two rooms of a dungeon on two frames, you can simply use one screen, set it's level background to black and place two seperate rooms on one screen seperated by just enough space so that the two rooms cannot be seen at one time then simply use a value to position the character when need be.

Lack Of Animation:
If something isn't moving and your character isn't going to be traveling UNDER it or interacting with it (other than simple collision) then set the item to be a backdrop object, dangit! Stop using so many active objects all over the place.

Looping:
Although it may look cheap, looping a side scrolling level while randomly feeding enemies and enviornment objects at the player from the side of the level saves a lot of space. Who would do such a thing though? Crazies.

Multimedia:
I know it's fun having movies in your games, but take a clue from Final Fantasy 4. Cut scenes can be totally captivating and cool. I wish today's video game industry would figure this out.

Extentions:
I know they're cool, but if you don't need them, don't use them. Even if you have to take the long route to creating your game masterpeice.

Think Thin:
Whenever you want to add something new to your game, ask yourself if booting the game's download time is really worth it. In many cases it is, but I, myself have seen many, many games that boast a huge file size and simply aren't worth my time. Remember, though... if file size restrictions have you making bad games, them maybe making easily downloadable games simply isn't a priority for you.