Bio fuel briquettes / fire logs for campfire / woodstove would be a simple suggestion outside of compost. When it comes to compost you cannot use too much and also heed my warning below.
The gist of the solutions our there are to take sawdust and wood pulp mixing it with water and compressing it as much as possible. Small containers work best where you can have some holes to let the water out.
Best approach would involve some sort of press but I have seen success just using large amounts of weight. Either way try and get as much of the water out of the pulp as you can. Once that is done leave it to dry. Milage will vary with local but they would need to dry several days at least. Once dry then you have some simple fire logs.
One such example of this process can be found on instructables.com. Another from Ana White using paraffin wax and hand mixing. I have heard of more success with water and compression. Here is a video showing a paper/sawdust mixture and using a perforated sewer pipe and a bottle jack jig to force the water out. You can find oodles of variations of this so you should be able to find a combinations of tools and techniques that can suit your needs. There are commercial options as far as pressed go that are designed for this as well.
Be warned though!
Not all sawdust should be burned or used for anything other than landfill. Be aware of your woods and things that have glues and adhesives should not be burned. Other things like treated wood should be avoided as well. Some woods are known irritants and allergens. This cannot be stressed enough so you just need to be careful.
A related question on this subject: How should I dispose of sawdust safely?