How to switch A.C. load without relay with arduino..??

Assuming about 230VAC mains, 500W is a little over 2A. This one http://uk.farnell.com/sharp/s201s06f/relay-solid-state/dp/1618473 looks the most economical. See also http://in.element14.com/jsp/search/browse.jsp?N=204034+110138169+110170154&Ns=P_PRICE_FARNELL_IN|0&locale=en_IN&appliedparametrics=true&getResults=true&suppressRedirect=true&isRedirect=&originalQueryURL=/jsp/search/browse.jsp%3FN%3D204034%26No%3D0%26getResults%3Dtrue%26appliedparametrics%3Dtrue%26locale%3Den_IN%26divisionLocale%3Den_IN%26catalogId%3D%26skipManufacturer%3Dfalse%26skipParametricAttributeId%3D%26prevNValues%3D204034 for supplies in India.