What are my options for sending audio from VLC on my MacBook Pro to my Airport Express? (I know about AirFoil so far.)
Honestly I'm not aware of any (free) options that I can vouch for. I've used a couple of solutions with little success. What I can offer, however, is some praise for the AirFoil solution which has served me well over the past couple of years.
In terms of VLC, I would also add that there is an issue with syncing the audio to the video when using AirPort and VLC (or any other video player). The Rogue Amoeba folks get around this by supplying their own video player, the Airfoil Video Player, which is capable of handling most video inputs and also making sure to keep the video display in sync with the audio.
So, while this doesn't answer your question as to other options, hopefully what I can do is allay your fears about wasting $25 on a product that may or may not work. In my experience it works exactly as advertised. And I've had good luck getting responses from the developers when I've had questions or minor issues.
Highly recommended software.
Good luck in your search.
A free alternative to AirFoil would be Raopx, the catch is that it requires for the end user to compile it...so it's entirely dependent on how you feel and your comfort level.
Wifi2Hifi is a fantastic app that allows you to stream audio to your iOS device, but doesn't involve the Airport Express. Theoretically, you could use your iPhone to connect to whatever you have in mind, but if you're thinking of video, you have to consider audio and video being in sync... which AirFoil does for you quite marvellously I might add.