A good pressurizing gas needs to satisfy a few basic properties:
- it needs to stay gaseous at the temperatures and pressures your fuel and oxidizer are stored at, so that it won't just condense out when injected into the tanks;
- it needs to be inert enough to be safe to mix with both the fuel and the oxidizer (since if you're going to have two different pressurizing gases anyway, you might as well just use the fuel and oxidizer themselves);
- it should also be safe to store at high pressure, for obvious reasons; and
- it should have a fairly low molecular mass, since that directly translates to less mass for a given pressure and volume.
As it happens, there are not that many gases that satisfy all those criteria. In fact, there aren't that many gases with low molecular masses to begin with, since they can only consist of a small number of atoms high up in the periodic table, and most of the ways to stick those together into a stable molecule end up failing one or more of the other criteria. Specifically, going roughly in ascending order by molecular mass, we have:
Period 1:
- hydrogen (H2): lightest of all gases, good rocket fuel, very flammable and unsafe to mix with oxidizer;
- helium (He): second lightest of all gases, moderately expensive, noble gas → very safe and inert, good pressurizing gas;
Single period 2 atom (+ hydrogen):
- methane (CH4): also good rocket fuel, also very flammable and unsafe to mix with oxidizer;
- ammonia (NH3): condenses easily, making it unsuitable for cryogenic or high-pressure fuels, also unsafe to mix with oxidizers;
- water (H2O): cheap, safe and fairly inert, but the fact that it's liquid at room temperature makes it effectively useless for pressurization;
- hydrogen fluoride (HF): highly corrosive and toxic, unsafe to store and handle;
- neon (Ne): also a noble gas like helium, would be a perfectly good pressurizing gas except that it's both heavier and more expensive than helium, so there's no reason to ever choose it;
Two period 2 atoms (+ hydrogen):
- diborane (B2H6): highly reactive, ignites spontaneously in air, considered as a rocket fuel in the 1950s but deemed too expensive and dangerous to handle;
- acetylene (C2H2), ethylene (C2H4) and ethane (C2H6): all flammable and unsafe to mix with oxidizers (the first two are also chemically unstable when stored under pressure);
- borazane / ammonia borane (H3BNH3): solid(!) at room temperature, polymerizes and releases hydrogen on heating, probably not safe to mix with oxidizer even if you could;
- hydrogen cyanide (HCN): toxic, flammable, unsafe to mix with oxidizer, liquid at room temperature;
- formaldehyde (H2CO): toxic, flammable, unsafe to mix with oxidizer, polymerizes under pressure;
- fluoromethane: (H3CF): liquifies easily, flammable, unsafe to mix with oxidizer;
- nitrogen (N2): fairly inert, cheaper than helium, safe to mix with most fuels and oxidizers, good pressurizing gas;
- hydrazine (N2H4): toxic, good rocket fuel or monopropellant, unsafe to mix with oxidizer;
- carbon monoxide (CO): toxic, flammable, not safe to mix with oxidizer;
- nitric oxide (NO): heavier than nitrogen, reactive, probably not safe to mix with either fuel or oxidizer;
- oxygen (O2): good oxidizer, unsafe to mix with fuel;
- hydrogen peroxide (H2O2): good oxidizer or monopropellant, unsafe to mix with fuel;
- fluorine (F2): good oxidizer, toxic, unsafe to store and handle, very unsafe to mix with fuel;
Single period 3 atom (+ hydrogen):
- silane (SiH4): extremely flammable, ignites spontaneously in air, don't even think about mixing with oxidizer;
- phosphine (PH3): toxic, flammable, unsafe to mix with oxidizer;
- hydrogen sulfide (H2S): toxic, corrosive, flammable, unsafe to mix with with oxidizer;
- hydrogen chloride (HCl): toxic, corrosive, unsafe to store and handle, probably unsafe to mix with fuel;
- argon (Ar): noble gas, would be a good pressurizing gas except that it's heavier and more expensive than both helium and nitrogen.
I think that's pretty much every stable covalent molecule with a mass below about 40 Daltons, although I might have missed a few. Notably, out of that list, the only gases that meet all the criteria are the noble gases helium, neon and argon (of which helium is both the cheapest and the lightest) and nitrogen gas.
Going higher in molecular mass, the number of possible molecules to consider gets larger since we now have e.g. compounds of three period 2 atoms (and hydrogen) to consider. I'm not going to even attempt to list them all, but AFAIK there isn't really anything that could compete with helium and nitrogen there, either, especially as heavier gases also (all else being equal) tend to have higher boiling points than their lighter counterparts.
Carbon dioxide (CO2) probably gets closest, being cheap and fairly inert and only about 50% heavier than nitrogen, but its high freezing point makes it unsuitable for use with cryogenic fuels and oxidizers. Pretty much the same goes for sulfur hexafluoride (SF6) too. Some of the perhalogenated carbon compounds like tetrafluoromethane (CF4) might be inert and volatile enough to serve as pressurizing gases, but again, they're all heavier and more expensive than plain old nitrogen and helium, as are the heavy noble gases krypton and xenon. (Radon, the sixth noble gas, has its own unique issues due to being radioactive.)
Also (as Tristan pointed out in the comments below), if you're using liquid hydrogen as your fuel, then your only real choices for a pressurizing gas are either hydrogen itself or helium. Nothing else stays gaseous at those temperatures. (Neon gets fairly close, but close doesn't really count here.)