What to use in place of an Allen Wrench

Lacking an Allen Wrench?

You can still tighten or remove an Allen-head screw; just try different sizes of plain screwdrivers until you find one that fits the opening.

Or, if the Allen screw protrudes above the work surface, use a hacksaw to cut a slot in the top; then use a standard screwdriver to tighten or remove it.  Or grip the head of the screw with a pair of locking-grip pliers to loosen.
Stanley 90-391 SAE and Metric Folding Hex Key
 Bondhus 20199 Balldriver L-Wrench Double Pack, 10999 (1.5-10mm) and 10937 (0.050-3/8-Inch)
30 Pc Allen Wrench Set- SAE/ MM
Stanley 85-753 22 Piece Long Arm SAE & Metric Hex Key Set