I say, "What the eff"... pretty subtle huh. Also: effing, effed, and very rarely: effer.
Sometimes I say "shoot" instead of its curse word equivalent... that's not a very good substitute. Darn is an old staple, although I rarely if ever say damn. In general, I find substituting words for curse words to be very unsatisfying haha!!
What words do you substitute for curse words?