I know of plenty of people who use pumice or lava rock, also Seachem Matrix is pretty much like pumice (although they say it is "special"). Man made materials such as syntherized ceramic or glass in theory are better as they have a greater surface/volume ratio and allow bacteria to colonize the full thickness of the media. I am convinced that these materials exceed the requirements of your average tank. On the other hand I think that the dedicated materials have the advantage of guaranteed safety for the fish so I tend to stick with those, saving a few bucks on media does not seem worth the risk of possible contaminants