A lot of people here clearly don't understand what anti-static bags do.
The important thing about anti-static bags is that they are conductive. It is their conductive nature that stops the static charge from building up in one place. That's what does the damage - if one bit of circuit builds up static, the static will conduct through the circuit, destroying it.
Anti-static bags are made from plastic which has been made conductive. This allows charge to dissipate. Higher end anti-static bags are aluminium sandwitched between 2 layers of conductive plastic. The aluminium enhances the conductivity providing better protection than the plain condutive plastic (which only gives minimal protection).
Al foil is excellent as protection from static - the only catch is, that you have a static charge when you drop the board onto the foil - it will dissipate instantly (potentially causing damage) - whereas if you had a proper anti-static bag it would discharge slowly over several seconds or minutes.
Wrapping in newspaper or wood or bubble wrap would not allow any static to dissipate.
In fact, as long as you ground the board, foil and yourself before you wrap up - the foil will provide better protection than anti-static bags.
You just need to make sure that you use several layers - so sticky-up bits don't puncture the foil.