Oh, I've had this problem too. Unfortunately though, we live in modern times and hard financial times at that. Really, the best thing to do in these types of situations is to sit your boyfriend down and just tell him how you feel! If you don't tell him then, he can't know. As much as we would want our significant others to be, they can't read our minds. He may not even know you have a problem with it and that's why he continues to do it. Plus you have to factor in the different personality traits of the one you're with. For example, I'm a home body. I like going out, but would much rather cuddle on the couch and watch a movie at home. This may be the case with your boyfriend. You may like to go out more and there's nothing wrong with that! But when you mix the two different types, it can often lead to one of the two being unhappy.
Like I said, just let him know that you enjoy going out and I'm sure he'll be fine with it. If money is the case, you guys can do something budgeted, like going to catch a movie at the dollar theatre, or go to a museum, or whatever you guys have a common interest in! There are plenty of ways to have fun outside of your home without having to spend a fortune.
Now, some people may disagree with this, but because of the economy, I offer to pay for a date, then he pays, then you split it and continue it that way. No one should have to foot the whole load, especially if you're the one wanting to go out!
Hope this helps. God bless!