Gelatin is commonly used when making desserts such as puddings, flans, fruit pies and many others. It can be replaced by agar agar, which is actually more budget-friendly because it lasts longer than gelatin sheets. Plus, it's a plant-based ingredient, so vegetarians can use it no problem.
Agar agar's gelling power is 8 times stronger than that of a gelatin sheet or leaf—1/2 teaspoon of agar agar = 4 gelatin sheets. Also, it's important to know that agar agar can be boiled and cooled before being added to a recipe. You need 1 teaspoon of agar agar for every 1/2 liter of liquid.
Don't be expecting a miracle, though. The texture won't be the same. Gelatin allows for a soft, moist and creamy feel, while agar agar will yield a firmer character. And FYI, agar agar can't tolerate freezing temps, so no long-term leftovers...
On the other hand, if a recipe calls for agar agar, you can easily replace it with gelatin sheets. Just remember that 1/2 teaspoon of agar agar = 4 gelatin sheets.