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I just tried sauteing vegetables without oil like this
http://www.wellnessforumfoods.com/index.html
(the video plays automatically and it works.
You just use a cast iron skillet that retains the heat, throw the veg in (most watery ones first), then add water to prevent the veg drying out. This way the veg will caramelize and turn brown.
My first attempt was not brilliant - I used red onions, red peppers, broccoli and garlic, added in that order. I don't think the pan was hot enough, mine was stainless steel and aluminuim. But it tasted quite tasty compared to steaming, and made a pleasant change.