1. Chinese rice wine (shaoxing). Similar, but usually easier to find and cheaper than sake, but still likely have to go to an Asian store.
2. Dry sherry. Oddly, has a similar flavor.
3. Mirin. Similar to sake, but much sweeter, so reduce the sugar in the recipe.
FWIW, I always use sake whenever I can, but I don't know that I could tell the difference if I used a substitute.