Well as you said $\sqrt {-2}=i\sqrt 2$. You could also say $\frac 2 0 =\infty$.
In fact, there's a set called the extended real number line which is $\mathbb R\cup\{-\infty,\infty\}$. It's interesting because it gives $<$ a lower and upper bound on $\mathbb R$.
However it's much more tricky than $i$. You have a well defined algebra on complex number, which is not the case on the extended real number line. For instance, what is $\infty-\infty$? $\frac \infty \infty$? $0\times \infty$? Not only are these quantities undefined but they can have different values, sort of. Like $\frac{n^2} n \longrightarrow \infty$ although $n^2\longrightarrow \infty$ and $n\longrightarrow \infty$, but also $\frac n {n^2} \longrightarrow 0$.