Our dogs go through them pretty fast, too. After a while I got kind of worried about them eating the rubber so we started using other things.
Cordwood isn't too bad. Found this out by accident one day - After several sticks had been eaten during a game of "fetch", I picked up a split oak log and hurled it across the yard. Not only did it last through the rest of the afternoon, it ended up being carried into the house and munched on that evening (By the dog, not me!)
The shinbones are fun - WalMart and PetsMart seem to carry them pretty regularly, I hadn't considered getting them from a butcher but I'm sure they'd be cheaper and quite a bit fresher. It's always fun to go to the register and have people in line ask "So, what kind of dog do you have, anyway?!?".
The ropes last but they don't seem to be the favorites in the house. Right now our cats have been getting more attention...