If you're a woodworker or you just go through a lot of paper, you can save a lot of waste by pressing the sawdust and paper pulp into a brick suitable for a wood burner.
There's a DIY and a non-DIY part to this. You'll need to start with some sort of press—the instructions don't go into too much detail, but any kind of multipurpose workshop press should do the trick. If you already have, say, a cider press or something of similar purpose lying around, you could probably use it for this.
The mold you will have to probably make yourself. The instructions use a 6" length of sewer pipe, along with some circular plywood pieces at the end. The pulp needs to be a wet mixture, whether it's paper or sawdust, though you might have to soak the sawdust longer. All in all, it's a pretty great way to recycle the mounds of otherwise wasted paper you have lying around, so hit the link to check it out, and let us know if you've ever tried anything like this in the comments.
Bio Fuel Briquettes, Compress Paper Pulp and Sawdust into Fuel Briquettes [Instructables via Craft]