I have a family that never shuts of lights. I know they sell a vacancy or non-vacancy light switch. My question is, do they sell a switch that we can also manually turn off, and also auto turn off?

Yes, here is one.
OSSMT-GTI > Wall Switch > Occupancy and Vacancy Sensors > Lighting Controls > Products from Leviton Electrical and Electronic Products
Note the difference in occupancy sensors and vacancy sensors.

Occupancy Sensor	Automatically turns the lights ON when motion is detected and automatically turns the lights OFF when motion is no longer detected.
Vacancy Sensor	Lights must be manually turned ON but will automatically turn OFF when the room is vacant and motion is no longer detected.

Most of these sensors also work manually and automatically...
so the answer is, yes most of them.

A couple of things to consider. Some of these devices won't work with cfl's and require a neutral at the switch location. Are you already using cfl's?