I've heard of Zip Roof. It has a water resistant layer bonded to OSB and doesn't require felt paper under the first roof. It still requires felt paper for subsequent roofs. It also gives you immediate dry-in because you tape the joints and it can be left exposed (after taping) for quite a while which is good for DIYers that might take a while getting shingles on.
Downside is cost. Expect to pay quite a bit more than OSB and a little more than plywood. The tape is pretty pricy.