I buy puncture resistant tires for my commuter bikes, but they can be more than a little expensive.
If I was being cheap, I'd probably get tire liners, such as Mr Tuffy's but there are other makers out there. I don't have faith in flat resistant tubes, but then I've never used them and I don't live in goathead country; they just don't really make sense to me.

For a great general read about flats, from the Late, Great, Sheldon Brown: http://sheldonbrown.com/flats.html