Ok so you're at your doctor and they just prescribed you a medication, there are several routes this can go now to save you money and time.
1) Samples: Depending on the type of medication or if drug reps visit your doc they might have samples or even trials you can try of the medications, this is also good because you'll know if you have a reaction or if it's worth buying anyway
2) Combinations: Review your current medications with your doctor, quite often there are combination medications that have 2 in 1. Examples are Caduet which is a combination of Lipitor and Norvasc, or Diovan-HCTC which is a combination of Diovan and Hydrochlorothiazide.
-this is also good for older people who have trouble remembering to take many different medications
Combining multiple drugs into fewer prescriptions will allow you to essentially pay 1 copay for 2 medications, and even cash price generally is cheaper this way
3) Generics: Don't be shy telling your doctor you want the generic, sometimes doctors personally prefer brandnames or they prescribe brand to please a drug rep and earn some extra money
4) Coupons/Cards: Sometimes doctors will also have discount cards or coupons that they have from the companies, this is especially true for dermatologists who will frequently have these for medications like Doryx, Aczone, Ziana and other skin medications, most insurance will not cover these and the discounts are huge
Extra work: When you're at the pharmacy ask if there are other medications in the same class of drugs as the one the doctor prescribed, quite often these can be just as good
In the end though don't be an idiot about it, and hassle your doc too much if you don't understand it, if the doc has a good reason for you being on a specific medication even if there are cheaper ones in the same class of medication just ask why and learn more about your own health :P