Varied a bit from site to site for me.
My noob site was PKR- they had 10c freeroll SNGs running around the clock, which you could enter when you had less than $1 in your account. Bounced up and down off $1 for a while playing either 10c or 25c SNGs (can't remember which) until I spiked a couple and had something to work with.
At 888, they used to give a $8 no-deposit sign-up bonus. That worked for me, as PKR had taught me the basics- shortstacked NL2 for a bit until I got up to about $40, then played full stack NL2, and worked up from there. Have well over 100k hands at NL10 now, without having ever deposited, and still amusingly get emails offering me a free $10 deposit bonus (which is the change in my bankroll in a good/ bad 2 minute spell).
And then I ran it up at Full Tilt (which is now of course on stars) by getting a few dollars together from freerolls and then grinding the challenges in the FTP academy playing NL2, which bought my entries to tournies.
Don't think any of this is possible any more, or at least not as easily- relied on some pretty generous free cash that sites were splurging out before Black Friday. Games have also got a lot tougher (being dealt AA at PKR NL2 had an EV of like +$1 back in 2008).
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