Asian food stores are a great place for low cost coconut milk. If you live near an Aldi, you can get great produce (not organic, unfortunately) and especially nice frozen fish and shrimp very cheap, but stay away from their meats - they're injected with "solution" to stay cheap, although you can sometimes find exceptions. If you do dairy, they also have fantastic, upscale cheeses at very low prices, and low priced nuts. Look into a food co-op to find grass fed beef, and try to network if you want to try to go in on a large buy of grass fed beef from a local farm. Think about allocating some of a student loan check for that if you have a freezer. Also watch for sales on meats. My "BUY" threshold is $2/lb or less for pork or poultry and $3/lb or less for beef as stock up prices. And don't forget eggs! Aldi also has biodegradable packages for those - I won't buy eggs in styrofoam. Hard boiled eggs and omelettes can be your best (cheap) friends!
Also think about things you can cook ahead and eat on the go. One of my favorites that comes to mind is taco meat I season from scratch, and I eat all of the stuff I'd put in a taco without the grains or beans. Like a no-shell taco salad, basically, and it's easy to pack and take to campus. It's edible at room temp, or heat the meat in a non-plastic container. Also consider soups, curries and stews as good one pot meals, and just serve without the bread/rice. I like the Patak curry mixes you can find in jars at many grocery stores. Add meat and veggies, then skip the rice. Also easy to make in one pot/pan.
I agree that college campuses are lousy for finding healthy food to eat! It's all very typical mainstream stuff, and even the stuff that pretends to be gourmet is just dressed up cheap junk.