Stevia, Splenda, honey, and sometimes applesauce can be used as substitutes. It all depends on why you're wanting to substitute the sugar: being healthier, living with diabetes, or trying to cut down on processed food.
Since Splenda really isn't good for you at all, I wouldn't actually suggest using it. Stevia is marketed as a healthier alternative, but I don't know enough about it to argue one way or the other. I would simply suggest searching for recipes that either don't call for sugar or call for very low amounts of it. If a recipe doesn't call for sugar, it's normally because it has fresh fruits or vegetables in it.