A huge reason I wanted to study abroad in Italy was its close vicinity to so many other countries. Being able to experience as much of Europe as I could in the time I was there was a personal priority for me. While a lot can be said for spending time in one city and really getting to know it, its rewarding to see as many new places as possible as well. With Rome as a home base, I hopped from Prague to Dubrovnik to other cities across Italy.

The first step to travelling during your program is to consciously budget for it both before and during your time abroad. If you know that you're going to want to visit other cities or countries on the weekend, know that it's going to cost more. So while you're saving money leading up to your trip, take this into consideration.

Additionally, try to limit your spending in your host city as much as possible until the end of the trip. If you have things you want to buy, but are wary they might cut into your travel budget, hold off on buying them until the end of your stay so that you know how much you have left, and that spending isn't going to negatively affect your travel budget.
Travelling in a group will also help make your travel cheaper. Split not only accommodations, but also groceries, transportation, etc. Also, use public transportation when travelling. Learn the bus or the subway systems and avoid travelling by taxis to save a bit of extra money.

Here's some additional tips for budgeting side trips while you're studying abroad:

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