Consider trying arrowroot?

potato starch! Works like a charm, can be an even substitute.

I've been using potato flour instead of cornstarch per Fuschia Dunlop's instructions in "Land of Plenty" and the quality of the food produced is great, with none of that cornstarch sheen to sauces. The only catch to potato flour is that even more than cornstarch it likes to clump and forms very dense "dumplings" that are nearly impossible to break up. Best results are to sprinkle into the liquid while whisking.

Sweet rice flour (Mochi) works for a lot of recipes also.

I totally agree with Em&Er, Arrowroot is a great suggestion.

Arrowroot and potato starch are both good substitutes. Like joelfinkle states, potato starch can turn to dumplings pretty quick. I end up using cold water or milk and make a slurry before drizzling into hot liquid while whisking.

Thanks for the suggestions! My roommate found out the hard way about the potato starch "dumplings" when she made her first batch of meat pies last month. They're kind of, uh, viscous and alarming. I'll get a container of arrowroot and try that too.

I was at the Asian market literally 20 minutes ago and got a box of glutinous rice flour for $1.99. They also had potato starch and some other things that I didn't examine very closely. And I believe (someone correct me if I'm wrong) that agar agar, which can be used as a gelatin substitute, is seaweed-based so I wouldn't be surprised if you could find that or another seaweed-based thickener in Asian cuisine. So you might try an Asian store!

I've also heard of (but not tried) arrowroot powder, and then of course there's good ol' all purpose flour.

I like using tapioca starch. It performs very similarly.

Arrowroot and tapioca can both be used instead of cornstarch, and don't "clump" the way potato starch does.

I agree with MrBigglesworth that potato starch is often not as easy to work with. I use arrowroot as an alternative to corn starch for things like thickening a gravy for example. Good luck :)

I often use ap flour.

I always shake up my starch with some water in a tiny tupperware or mustard jar and then add it. No clumps.

definitely good sub using potato or tapioca starch

Thirding the recommendation for tapioca. I use tapioca basically everywhere that calls for cornstarch (don't even keep cornstarch on hand really...) and have never had a problem.

Tapioca and arrowroot as others have said. My mom occasionally uses these in slurries to thicken up some soups or sauces.

We use arrowroot. Works great.

I second potato flour and tapioca starch. I also get good results with rice flour. One tip when using these in Chinese cooking - their role is primarily to protect the thinly sliced meat/seafood when it hits the hot wok, or is steamed at high heat, NOT to produce a gravy-like sauce, which is not really very Chinese. A teaspoon or two stirred in when marinading ingredients should suffice, and you do not get that gloopy, slimey sauce. A very small amount of water added towards the end of the cooking time will deglaze the pan whilst finishing the cooking process, and will give just the right amount of 'jus' to moisten the dish.

Another vote for arrowroot.

tapioca starch!

arrowroot!

Growing up my mom would use Clear-Jel as a thickener (very difficult to find though...).
It was an excellent thickener for gravies and worked just like corn starch or flour.