Just to add to the serpentines/figure of 8's - they're great only if you are working the horse effectively. If you're just riding it's head or allowing it to slop along on the forehand falling on a shoulder, you're not going to achieve anything other than maybe wearing the horse out.
Make sure you're riding forward, make sure you have an immediate response to your leg from the horse and an immediate response to your seat to come back to you.
You say exercises other than circles, well if your horse 'can't' bend, exercises on circles are going to be the best way to 'fix' this - trying to bend the horse on a straight line is a **** sight harder and more advanced than trying to teach bend on a circle.
I would begin on the ground, standing at the horse's shoulder and asking it to bring it's head around to the side. Only ask it so far as the horse can hold the bend itself, if you're holding the horse's head there it is not doing anything! Repeat this 3 times on each rein before you get in the saddle, then repeat under saddle.
At walk, allow the horse a fairly long rein and warm up on a figure of 8 or 3 loop serpentine, asking the horse for an active, marching walk while stretching the head and neck down and forwards.
Begin to incorporate some leg yield into your figures. So say you're on a figure of 8, ask the horse to leg yield outwards on the open sides of the figure. Usually leg yield is performed without bend, but for these exercises, I like to add an element of bend and increased flexion while on the circles, to increase suppleness and bend.
Repeat this at trot before starting to pick up your reins a little more to ask for a little more contact.
There are so many things you can do to help with bend, just use your imagination but please keep it on circles for now. Once bend on a circle is established, I will move to short bursts of straight lines using an exercise my coach taught me which moves the neck and shoulders to the inside as though heading onto a circle, then pushing them back over onto the track again with the shoulder reaching the track first. Shoulder in and traver are good bend exercises, but again, they are a little more advanced and come in down the track.