Without going much into detail, you can cut shapes that will show up in your Bokeh. Here's an excellent video from Make Magazine on how to do just that. This was a very popular DIY thing with still photographers, you can find tons of examples on Flickr. This technique also can be used with Video on DSLRs too. Best used with a shallow depth of field lens and more prominent with highly lit objects (lights).
Another fun DIY Bokeh video (below) from Vimeo member SuperNormals. Now go cut some paper and see what you can come up with. A good start is to turn off all your lights, pull out those old Christmas Tree lights and blur them away with your shapes..
If you're the lazy type, you can always start out with an already made Bokeh Kit, like the one found below. There's also some additional examples on that product page.