Yes, you can use a cross over cable (DCE cable) and DTE cable to eliminate the cost of a DSU/CSU if you just want to connect to routers together for lab testing. Connect the DCE cable to a DTE cable and then to the routers. Make sure you turn on the clock to the router connected to the DCE cable using the "clock rate <speed>" IOS command. For more info refer to Chapter 4 CCNA Intor Exam Certification Guide.
Using a crossover to directly connect the routers together works and is simple. You can also use dce/dte cables on the serial ports as well which would save you using an ethernet port.
If your router has an auxiliary user interface (AUI) port you can get different transeivers, I believe, which you could use to connect them together.
You can also connect them if you have WICs installed (Wan Interface Cards) but these are made for WAN connectivity obviously.