As far as I could find out, they are illegal (Amphetamine), prescription-only (Modafinil) and/or very bad for your health (Methamphetamine). Amphetamine and Methamphetamine are also rather addictive and apparently quitting once you formed a habit is no fun. Ephedrine might be an alternative, but in Germany, it's prescription-only, and I did not care enough to research the possible health issues it might cause. I vaguely remember there were a few substances that sounded promising, but they were fairly new, and I could not find out anything about their possible health effects, addictive-ness, etc...
So it's either caffeine or plenty of sleep, at least for me.