You need a passport, a visa and a bit of cash - but perhaps the key to travelling cheap is to carry a healthy supply of chutzpah.
A mate of mine (to whom I guess I'm kind of common-law related by kind of common-law marriage) made a point of principle of never paying to go to Glastonbury. When they started putting up a fence, he went under it. When they put more guards on the fence, he broke out his supply of chutzpah.
My mate took a lengthy coil of cable, slung it over his shoulder and walked straight past the ticketing staff, straight past the security guards and straight through the no-access backstage area. He kept walking - length of cable coiled around his shoulder and serious expression on his face - through the main stage's backstage area. He walked straight up to get a prime spot on the side of the main stage while the Rolling Stones were playing.
A wise man once told me that if you carry a folded piece of paper and wear an expression of serious intent, you can walk into just about any room.
A spot of cable can help, too. Either way, keep your supply of chutzpah high.