Good Substitues

Egg whites for whole eggs
I used to think that the difference between whole eggs and egg whites only was minimal. But it's really not! Consider this:
2 large egg whites have 32 calories, 2.8% fat (0.1 g), 91.25% protein (7.3 g), 6.25% carbs (0.5 g with 0 fiber)
1 large whole egg has 83 calories, 66% fat (6.1 g), 31% protein (6.4 g), 3% carbs (0.625 g with 0 fiber)
The egg whites probably have a larger volume than the single egg, and yet the ratio of fat is much higher in the whole egg. If you're trying to lose weight and/or building muscle I highly recommend trying to substitute egg whites whenever practical. It really does make a huge difference in your nutrition! This is also why desserts like meringues, if you can get away without too much sugar, or with using splenda, are relatively guiltless.

Mustard for mayo
I'm not a huge fan of mustard. But, when you can't go with a dry sandwich, a bit of dijon gets you what you need without the added fat:
1 tablespoon of Dijon-style mustard has 15 calories, 100% carbs (3.75g, 0 g fiber)
1 tablespoon of regular Mayonnaise has 99 calories, 97% fat (10.67 g), 1% protein (0.25 g), and 2% carbs (0.5 g with 0 fiber)
even light mayonnaise isn't as low in calories as mustard:
1 tablespoon of low-fat Mayonnaise has 35 calories, 90% fat (3.5 g), 10% protein (0.875 g, 0 g fiber)

Red wine vinegar and salt for salad dressing
If you've got a salad that has enough tasty bits in it then you don't need a lot of dressing. Just a little vinegar and a sprinkle of salt is enough to bring the flavors together. If you can get used to using a little vinegar on your salad, then you can save yourself a lot of fat!
1 tablespoon of red or white wine vinegar has 0 calories (So few that it rounds to zero).
1 tablespoon of balsamic vinegar has 20 calories, all from carbs (5 g, no fiber)
1 tablespoon of thousand island dressing has 58 calories, 85% fat (5.5 g), 0% protein, 15% carbs (2.175 g, 0.1 g fiber)
1 tablespoon of blue cheese dressing has 76 calories, 92% fat (7.8 g), 3.6% protein (0.7 g), 4.4% carbs (0.84 g, no fiber)

Soy milk for half and half

I'll admit that soy milk is an acquired taste and people with certain hormone disorders can't drink it. After comparing the stats for soy milk to half and half I began ordering soy in my coffee in the morning. Here's why:

2 fl oz of soy milk has 32 calories, 33% fat (1.2 g), 33% protein (2.7 g), 34% carbs (3.0 g, 0.8 g fiber)
2 fl oz of half-and-half has 79 calories, 78% fat (6.9 g), 9% protein (1.8 g), 13% carbs (2.6 g, no fiber)

Nonfat plain Greek yogurt for sour cream

Sour cream is lovely, but is it really worth the calories?  I find that when cooking, nonfat plain Greek-style yogurt is a fine substitute, especially given the caloric savings:
8 oz nonfat plain Greek yogurt has 132 calories, no fat, 73% protein (24 g), 27% carbs (9 g, no fiber)
8 oz sour cream has 246 calories, 88% fat (24 g), 6% protein (3.7 g), 8% carbs (5 g, no fiber)

Evaporated canned nonfat milk for cream
This substitution that works well when cooking cream sauces.  Evaporated milk should be less finicky about curdling than cream, which is an added bonus (but it will curdle if you add it to a too-hot pan).
1 cup ev. nonfat milk has 200 calories, 2% fat (0.5 g), 39% protein (19.3 g), 59% carbs (29.1 g, no fiber)
1 cup cream has 414 calories, 95% fat (44.4 g), 2% protein (2.5 g), 3% carbs (3.3 g, no fiber)