Oxygen, in our (aerobic) respiration system is used to burn up the ingested food and release the stored energy in it. If you want your aliens to operate on a similar respiration system (as in, they use a gas to burn up their food and release energy), then you have few choices other than oxygen.
Chlorine: The problem with chlorine is that it is very reactive and nearly impossible to find freely in the atmosphere. However, you can have chlorine compounds (HCl, CFCs etc) in the atmosphere which the creature can inhale and absorb these compounds through lungs and then use solar-cell like organs to electrolyse them and release the chlorine. They would then use this chlorine and use it in their respiration.
Self sufficient salts: This could be an interesting choice, considering that you obtaining everything from one food source. Your creatures would be eating salts (NaCl, KCl etc) and then using the above solar-cell like organs to electrolyse them in water-solution and release hydrogen and chlorine. They would absorb these gases in different chambers and transport them to the organs in different channels. Within the organs, the hydrogen and chlorine would be allowed to mix, releasing energy. The waste product (aka HCl) would then be excreted out of the organism.