If mediation fails, you can take the case to small claims court, assuming the disagreement involves money, such as return of the security deposit.
Small claims court fees are relatively low, and you aren't required to bring a lawyer to small claims court, which saves attorneys fees. (In fact, in some states, such as California, you are not allowed to bring a lawyer to small claims court.)
A few states use different names for this type of court (such as "Landlord-Tenant Court"). Whatever the name, the purpose is the same: to provide a speedy, inexpensive resolution of disputes that involve relatively small amounts of money. (The maximum amount you can sue for in small claims court varies, but most states range from $3,000 to $10,000.)
Everybody's Guide to Small Claims Court (National and California editions), by Ralph Warner (Nolo), provides useful information on landlord-tenant disputes that end up in small claims court. The books explain how to evaluate your case, prepare for court, and convince a judge you're right.