Other than, but and except mean almost the same thing: they all introduce an exception to the preceding phrase.
Does what comes after other than, but or except actually determine which of those needs to be used? Is there some sort of rule?
I don't have a pen other than/except/but this.
I don't have an option other than/except/but to go with her.
I don't have an option other than/except/but going with her.