homemade saw tooth generators
Another thought, you can use a sinewave oscillator (usually one opamp or transistor plus band pass filter in closed loop configuration).
Then, you can use a comparator to convert to squarewave and an integrator to convert the squarewave to a triangle wave....
I've built this before and it worked good. I've also built the square/triangle wave generator with the waveshaper for the sine wave. It worked good as well. The first choice is easier to design and requires fewer components. But the second choice is more flexible an can be tuned with a single variable resistor or capacitor.
To build the waveshaper, you can use diodes as Davood suggests. Basically, the circuit is a voltage divider, but the lower portion of the divider uses diodes to vary the resistance at different input voltages. The result, if you design it correctly, is that the output voltage changes more slowly with voltages further from zero so that you round the peaks of the triangle wave and get a sinewave.
An easy example of a waveshaper circuit is a 1 kohm resistor in series with a 1 kohm resistor in series with a diode whose cathode is connected to a 1V DC source. You apply a voltage at the top of the 1kohm resistor and take the output voltage from between the resistors. For input voltages up to 1V, the diode does not conduct, so Vout = Vin. For input voltages above 1V (really about 1.6V), the diode conducts and the input voltage is divided across the two resistors. At that point Vout = Vin/2 + 1.6V. You can see that if you do this in two or three stages and use the correct resistor values and voltages you will eventually round the peaks of the triangle wave to make a sinewave.
This is what Davood is suggesting. Hope that helps...