A while ago my DSN did talk about testing on my forearm, but at the time I don't think the results were as accurate as finger prick testing.
When I was little (under the age of 7 I'd say), I'd only test on my toes. I finally got convinced to start using to fingers as my team were worried about damage to my toes.
I've also in the past used my earlobes, as they are full of capillary blood. Warning though - they tend to bleed a LOT, and I found I had to turn my lancing device down to the lowest it would go! I bled for ages. I wouldn't do it regularly, but it makes a change if your fingers are suffering.
edit: this brings back memories of when I was younger...if I fell over and cut my knees/hands/elbow etc, my parents would run off to grab the testing kit as they saw it as an excuse to do a check! 🙂