If you need stepping stones and live in a place full of natural rock, you may avail yourself of that wonderful resource. If, like many people, having a stone path means buying stones, you may want to explore alternatives. Stepping stones need not be real stone, nor do the stones need to resemble stone, since stepping stones are merely platforms that allow us to move along a set path. What we use is not written "in stone."
A number of commercial outlets sell faux stones that closely resemble almost any true stone you can imagine---be it marble, sandstone, granite, slate, or limestone. If you prefer to save money and do it yourself, buy rubber molds made especially to resemble stones and make your own using cement. With the addition of concrete pigments, you can create "stone" in a wide range of colors to complement your landscape.
Wooden Stepping Stones
One of the more attractive and natural stepping stone materials is wood. If you have access to a chainsaw (or a lumber mill where you can have them cut for you) make round pavers by slicing thick disks from a large log and positioning them for your path. (Redwood and cedar are naturally rot resistant, or use a wood sealer before placing the the "stones" in the lawn.) As an alternative, if you do not have logs, use slices from railroad ties. Place four slices together to form a larger square for each stepping-stone.
Recycled Concrete Stepping Stones
Visit demolition sites (or ask neighbors who may be doing some new landscaping) to save any old broken bits of sidewalk or concrete driveways they would otherwise haul to the landfill. Arrange the broken pieces with the rough sides up, for an effective faux flagstone path. Plant thyme or sweet woodruff between the "stones" for a fragrant path.
Glass Bottle Stepping Stones
An unusual and attractive path may be made from discarded bottles. This is especially nice if the bottles are large (one gallon or more) and in colors. Old wine bottles in blues, greens and browns are particularly attractive. To make the path, simply dig holes and invert the bottles in the soil, leaving only the bottoms flush with the ground. These are surprisingly durable and can be replaced easily if accidentally broken.
Mosaic Tile Stepping Stones
Use broken tiles and bits of glass, pebbles, marbles or anything you like that can withstand foot traffic, to create mosaics for use as stepping stones. Pour prepared cement into shallow cardboard boxes (or directly into excavated ground), and smooth the surface. Add embellishments as desired to create one-of-a-kind mosaics.