If you need anti-static bags, you can just order various components that you need for any projects via Digikey, and they often ship mere handfuls of parts in larger-than-necessary anti-static bags (and they're technically free this way since your money is technically going to the parts themselves). Of course this method isn't guaranteed to get you what you need (particularly size), but it's a great way to get a few anti-static bags to keep on hand.
Pink bubble wrap is a common "anti-static" shipping material, but it is kind of a low-grade "solution" since it is mainly designed to not-generate static electricity instead of preventing static discharges.
Aluminum foil/wrap is indeed the best alternative to a classic anti-static bag since it is the best way to make a Faraday Cage around your device (the operating principle of anti-static shipping materials), but be careful if you're dealing with any power sources or high-capacity capacitors since those sources can discharge electricity to other, more sensitive parts of your device via the conductive aluminum foil (anti-static bags are conductive, but also have a voltage-dependent resistance to them).