This depends on what you mean by a gelatin "substitute".
What you have to understand is that while most hydrocolloids have gelling and stabilizing properties, they are not simply interchangeable. You can't substitute one of them 1-for-1 where you need gelatin and expect everything to just work.
A great place to start would be the Hydrocolloid Recipe Collection which, despite its name, is almost more of a cookbook, because it has detailed information on the properties of each hydrocolloid.
Agar is actually a stronger gelling agent than gelatin in the sense of having to use less of it to get the same strength, but you need to use it properly. The most important property of agar is that unlike gelatin, which gives hydration at temperatures as low as 50° C, agar requires a temperature of 90° C. In other words, you need to heat the water all the way to a rapid boil before the agar will actually "activate". A light simmer is not enough.
The other notable property of agar is syneresis, which is the loss of moisture over time. Agar sets extremely fast compared to gelatin and above room temperature, but unless you combine it with a small amount of Locust bean gum, it will actually dry out. Otherwise, though, you can absolutely, definitely substitute agar-agar for gelatin if you actually get pure agar (I made the mistake of buying the "dessert agar" once, which is not the same thing) and hydrate/set it properly. In fact, the biggest concern with using agar as a substitute for gelatin is that you might end up with something too stiff, since gelatin produces a much softer gel.
Perhaps the closest hydrocolloid to gelatin in terms of its properties is iota type carrageenan. Here's a side-by-side comparison of the most important characteristics (this is all taken from the HRC):
Property | Gelatin | Carrageenan | Agar
------------------+-----------+-------------+---------
Thermoreversible | Yes | Yes | Yes
Strength | Soft | Soft | Hard
Elasticity | Elastic | Elastic | Brittle
Shear Thinning | No | Yes | No
Hydration | 50° C | 70° C | 90° C
Setting Temp. | 15° C | 40-70° C | 35-45° C
Setting Speed | Slow | Fast | Fast
Melting Temp. | 25-40° C | 45-80° C* | 80-90° C
Viscosity | Low | Medium | Low
Gelling Conc. | 0.6-1.7% | 1.0-1.5% | 0.2%
Syneresis | No | No | Yes
You should be able to see by this how much closer carrageenan is to gelatin; trouble is, it's difficult to find, and you have to get the right kind (the kappa type and other types have very different properties).
There's actually an even better type of carrageenan to use a gelatin substitute, if you can find it: It's called Ceambloom 3240 and it's specifically designed to be a gelatin replacement.
I'd like to also note for the record that the answer in your ochef link is not really appropriate for gelatin desserts that need to hold their shape. Xanthan gum is a fantastic and versatile hydrocolloid but (to the best of my knowledge) it does not "set" the way that gelatin, agar, or carrageenan do. It's more of a thickener/emulsifier/stabilizer, at its highest concentrations being used to produce foams (but not gels). It's often used to stabilize other gels/foams but I've never heard of it being used to create a gel on its own.
Guar gum is also largely just a thickener, that you could use a stabler replacement for corn starch or arrowroot, which is also mentioned in that answer. None of these are appropriate at all for gels (desserts), they are only useful as thickeners.
Agar...derived from seaweed. Used in McDonald's milk shakes because it's vegetarian and cheap, lab petri dishes and vegetarian cooking. Doesn't have a flavour. You can find it in health food stores but I think many grocery stores are carrying it these days. Heat it up in water like gelatin and when it cools you have jelly.
You could use Arrowroot to give a slight thickening for texture or even cornstarch but I'm thinking those won't give you quite what you're looking for though Arrowroot will be closer.
I think there is a Chia seed gelatin too but don't have any first hand experience with it. Chia seeds when soaked in water give off this thick gelatenous substance, very weird to see it happen. Ask about it at the Health food store too.
Here's a website for a few more substitution ideas.
http://www.vegkitchen.com/tips/vegan-substitutions/
Good luck!
Best Answer
Without further qualification, if someone refers to themselves as vegetarian (in America), the general assumption is that they are lacto-ovo vegetarian. That means they don't eat animal products that require killing the animal, but eggs and dairy are fine. Gelatin comes from a dead animal (unless they start harvesting it with arthroscopic probes :), so it is not a vegetarian ingredient. There are many other hydrocolloids, such as agar, that can be used to produce similar textures if needed.