I have the same problem. I would love to have one reference site to discover substitutions. However, all I know right now is that some sellers enable you to search via gauge and sometimes type of fiber. Of course, it's usually just what they are selling like, http://www.woolneedlework.com/Yarn/index.htm
But then there is Elann, where you can search what they currently have in stock by gauge or fiber content http://secure.elann.com/yarnsearch.asp
, or you can peruse what they have had in the past and also see what the gauges and compositions of those yarns were http://secure.elann.com/productlist....99&Cat=Archive
Or finally they do have an archive of yarns http://secure.elann.com/productlist....Cat=Substitute
where the "?" gives you label info and the ">" gives you any substitutions they might have in stock.
Hope you find this helpful!
Thank you Hildegard for reminding me to check for corrections - I always forget!