Save the date cards aren't always needed. If the couple is getting married close to all their relatives, save the date cards can be avoided by a simple announcement in the local news paper. Save the date cards are for out of town guests that may need to book flights or take off work, or travel a little ways to get to the wedding.
There are a lot of places, and websites, that have millions of different invitation designs and colours to match almost any wedding. When picking invitations it's important to think of the colours of a wedding and the theme. However it's important to have invitation that the couple likes, this doesn't always mean it has to match the theme perfectly. (For example, if a couple is having a honey themed wedding or bumble bee wedding, the invitations don't have to have bees on them, they yellow and black in them for the colours of a bee, or black and white, etc.)
Response cards are only needed if the couple decided to have a meal. The response cards give the couple a round number to give the caterer and the hall for how many seats to set and prepare for.
Direction cards are also optional. If a couple leaves in a small town where everyone basically knows where to go they won't need directions to the church and/or hall. A good way to save money here would be sending only direction cards to out of town guests in case they need help getting from place to place, but not sending any to local guests.
Some couples choice to just leave a Thank You note, or card, at the door so their guest can take one as they walk in. This saves some money, but it is also very impersonal. A great idea for Thank You cards is to choose a picture from the wedding photos and send that with a little personal message on the back. It is simple and may be cheaper and easier than a Thank You card, however most invitation set coordinate Thank You cards also.