I've learned a few lessons in substitutes from experience, and thought I'd share them with readers
Gluten- To substitute gluten you generally need starches such as corn and tapioca mixed with either bean or gluten-free grain flours such as rice, sorghum, etc. In order to hold the mixture together xanthan gum is also required. I'd recommend sticking to gluten-free recipes until you've figured out your favored balance between the starches and flours. Each flour has a distinct taste, never use only one flour for an entire recipe. I once used a garbanzo bean flour in a cake, and the cake turned out tasting like hummus.
Butter- I've only experimented a bit with butter, but in breads any fruit puree mixed with flax seed seems to do the trick. Per stick or 1/2 cup butter, I'd substitute half a cup of fruit puree such as apple sauce or a mashed banana and a tablespoon flax.
Egg- Again, I've only experimented with egg substitutions in bread, no other types of recipes, but I feel like I've come across a sturdy substitute for egg. Flax! Flax, flax, flax. For one egg, combine 1 tablespoon flax, 1/2 tsp baking soda, 1 tsp vinegar (I used apple cider vinegar) and 2 tablespoons juice or water. Beat the ingredients until similar in thickness to an egg prior to combining with recipe.
Sugar- What I've learned is a) stevia has a horrible after taste, b) xylitol should be used only in moderation as it can also function as a laxative, and c) the more fruit you can subsititute in the liquid ingredients, the less sugar you need. If you get used to less sweetness in foods, they'll taste better without sugar than they do with sugar. And flavors such as vanilla extract, cinnamon, and cloves enhance sweetness without calories.
Hope these tips help!