Try substituting the Marsala for sweet white wine or Pedro Ximenes sherry. If you don’t wish to use alcohol you can use lemon or even coffee.
You can add whipped cream or egg whites to the sabayon to make it thicker and more mousse-like.
You can also make a savoury sabayon; leave out the sugar, exchange the Marsala for white wine or lemon juice and add a pinch of salt. Savoury sabayons are great served with fish dishes.
Have a go at Josh Eggleton's Eggy bread with pan-roast Sweet Eve strawberries and elderflower sabayon or Martin Wishart's Gratin of scottish raspberries which is served with a crème de framboise sabayon.
For savoury ideas, see Chris Horridge's recipe for Monkfish wrapped in Parma ham, with red wine jus, lemon sabayon and cockles or Shaun Rankin's Sea trout with asparagus and pink grapefruit sabayon.