There are ways to have data saved to the DB outside of using an activity like API calls from a function (probably not what you are looking for) and Connect SQL rules. Would you mind providing additional context on your situation so we can focus on what would work for you?
Yes, it would be helpful to know in what way activities fail to meet your needs. If you are in the context of flow processing, updating your work object from a flow action and moving from one assignment to another, the process engine should update the work object for you.
As Mike mentioned in the context of flow processing case gets saved and updated in DB. Additionally Case History will be written to history table, Assignments will be stored in assignment tables. Other than these, embedded data inside the work page can be written to database automatically using Declare Index rules.