In researching a substitution for Grand Marnier for a recipe, I stumbled across this and thought I would pass it on.

Rate of alcohol burn off by preparation method:

http://tinyurl.com/2uteez

Alcohol substitutions in cooking:

http://tinyurl.com/5sdxwv

http://tinyurl.com/5vjbcv

HTH

If you're just looking for something cheaper than Grand Marnier, you can use triple sec. It's not really a substitute in drinks, but in baking it works. You can also use brandy and a few drops of orange oil