It is often possible to add another sweetener as a replacement for sugar. In most cases, however, the substitution will not be as sweet as pure cane sugar, and will often pick up the flavor of the substitution. In some cases this is okay, but in others will be undesirable (e.g. a sweet bread that has some banana flavor may be more acceptable than a chocolate cake with a banana aftertaste).
Personally, I've had more success with making my baked goods taste good with spices and other savory flavors than I ever have with sweet substitutions. Nonetheless, here are some things I've used and my results (note that some of these are substitutions for pure cane sugar but contain plenty of sugar themselves).
Stevia is a zero-calorie plant-based sweetener that comes either granulated or as a syrup. I was never particularly successful with the granulated form but have had decent results with the syrup, though it does not caramelize. The sweetness relative to sugar varies based on the brand you buy but usually is sweeter - sometimes there is a slight aftertaste as well if you use too much. You will need to decrease other wet ingredients to compensate.
Applesauce / mashed bananas / other fruit purees are very good in breads, muffins or pancakes (add nuts and cinnamon or other spices to bring out the flavor). Note that these all get their sweetness from fruit sugars, and because of all the other things like fiber that come along with them will likely be less sweet overall than if you added sugar (adding too much makes your creations fall apart). When making this substitution I often add extra egg because otherwise the fruit purees make things very dense.
Fruit juice concentrate is better for pastries, cakes, and lighter baking than fruit puree. It still gives a fruity flavor, of course, and contains fruit sugar without the added benefits of any fiber and nutrients you get in a puree.
Honey of course is pretty much just sugar, but is sweeter than regular sugar so you can use less. In particular, it caramelizes nicely (but burns easily when baking at high heat, so be careful).
I've been cooking with low sugar and sugar replacements for years, and have found that in most cases I still end up using some sugar to truly match the the taste I'm trying to get. Like klutt, I recommend retraining your tastes to not require so much sugar - replacing sweet recipes with savory ones and pastries with fruit has been most successful for me. If I don't regularly eat sweets, I don't feel so bad occasionally indulging at a party or something.