It depends upon what the stain is! Club soda can work well for some things. For tougher stains I scrub some Borax into the carpet, let it sit and then vacuum it up. For most things I use Nature's Miracle, though. It's the best creation in the known universe (especially if you have pets and kids).
I normally use my steam cleaner first though (often with just water) and suck up the stain as much as humanly possible. If that doesn't do it I resort to the above methods.