A couple years ago I quit using disposable dryer sheets altogether. One of my reasons for doing so was simply their smell, since I am so sensitive to artificial scents. Linked to this was knowing how many chemicals they contain, and the fact that those chemicals often build up inside the dryer and create a fire hazard. I also liked the idea of not having to ever add dryer sheets to my purchase list. There are a few alternative options out there, including adding white vinegar to your wash loads, since it is a natural fabric softener. But my favorite option has been these:
I found mine at a local health food store, but I imagine they are a little more available now. For example, here and here.
While they won't save you a ton of money over the disposable variety, they will save you about twice as much, and they are infinitely more green.
Here is one site's price comparison.