If you have a hot water heater that runs on natural gas, you can vent the exhaust to your grow room. If you can deal with the heat, a really safe (ie, newer) kerosene space heater or a propane/natural gas ventless heater would work well too. The main difference between a heater and a co2 generator is that the co2 generator shuts off if the CO2 gets too high (I think), whereas a ventless heater shuts off if the oxygen gets too low.

Yeast is good too, build yourself a still and turn the resulting liquid into booze. Then you'll be producing two psychoactive substances for the price of one! By the way, wine yeast or distiller's yeast works a lot better than bread yeast. It smells less too, and it'll generate alcohol at a much higher concentration.