Are there any blood sugar monitoring machines without disposable strips?

CGM. There are continuous Glucose Monitors like Dexcom. They are covered by many insurances but otherwise are 300$ a month, expensive.
Disks & Drums. In case I misunderstood your question, there are meters that use multi-test platforms. Bayer's ascensia breeze 2 uses disks that can do 10 tests, and roche's accu-chek compact plus uses a canister with 17 tests. These are nice for people with arthritis or other conditions that make handling individual strips difficult, but the cost/test is about the same as for meters using individual strips.
No. But if cost is an issue, here are some tips to help. 1) make sure you have a prescription. Most insurance plans cover strips with a script, but not if you buy them over the counter. 2) if your doc doesn't download the meter, relion strips from wal-mart (for relion meter) are usually less than strips for a name-brand meter. Abbott has a program "freestyle promise" that can help lower co-pays.