Yes - there are a variety of methods - I stay away from alcohol as a preference not because its not effective! Using grain alcohol in a jar is one of the better tincture methods - i think Coconut oil is the best "all around oil" because it can be liquid or solid as well as frozen and you simply replace vegetable oil in a recipe with your weed infused coconut oil.
I agree - there are other oils and concentrates that are "better" - but I think coconut is at least a good gateway into edibles.