Aye, I second PlanarMetamaterials - FR4 is a horrible microwave substrate. Aside for the huge variation/unpredictability of permittivity across temperature, manufacturers etc - as you've noticed, it's terribly lossy (in the GHz region) too.
(but it is *cheap*
For an appetite-whetting sample of the range of microwave substrates out there, have a look at the list (+datasheets) offered by Lintek: **broken link removed**
I've recently used Nelco (Park Electrochemical's) MW9350 [
https://www.parkelectro.com/parkelectro/product_result.asp?product=Mercurywave 9350] for a cost-sensitive application that needed Rogers-like performance at a few GHz without the pricetag. I must say I'm pretty impressed with it.
Good luck (choosing just one