Options other than the NSF for PhD level grants? There is a big push in the PhD program I'm headed into for candidates to apply for NSF grants (in fact, one of the required classes for the first year is a class on writing grant proposals, and as a final project, every candidate submits an NSF proposal). I'm assuming this is the same for any Science/Math PhD program, as funding is tight for many departments, and a grant basically makes you free for the University. 

Are there any other options for Science PhD-level grants I could apply for?
A few government fellowships come to mind:


DoE Office of Science Graduate Student Research (SCGSR)
DoD National Defense Science and Engineering Graduate Fellowship (NDSEG)
DoD Science, Mathematics &amp; Research for Transformation (SMART)


There are also many fellowships from industrial research labs that you could look into, depending on your field (Intel, IBM Research, Microsoft Research, Facebook, Nvidia, etc.)