What are low-cost ways of cooling down a room?
You have got to get the most amount of outdoor air in your bedroom at night.  This is the most important thing you can do.  Make sure the windows are open and the fan(s) are sucking in the hot air.  The ice works but it needs to be in front of the fan and you need to do some pretty big chunks.  Fill a bucket up and put it in the freezer.

So the windows need to be open from sundown until the morning.  After that your room needs to go into lockdown.  Put a blanket over your window (better is put something over bedroom windows from outside), no lights (and switch to fluorescent), no shower humidity, no electronics, nothing.  

There are other things like insulation or adding trees around the house but these cost a lot of money.  

An easy cheap thing that has worked for me is putting a semi-wet towel in the freezer.  Keep it around your neck and head.  Keep an extra in the freezer if your house is really hot.  I went a summer without AC in Fort Worth doing this!