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.
Not just moments ago, I posted an article about Lensbaby's new Sweet 35 lens for their Optic Swap system. If you're looking for a cheaper way to get into some make-shift tilt-shift photography, here's that popular DIY Tilt Shift Photography Tutorial from Make Magazine. On Flickr it's also coined as the 'plunger cam'. Nothing like real $2000 dollar TS lenses, but you'd be surprised at some of the images that have been snapped using this technique. If you don't want to use a cheap plunger, more professional versions of this has been made with Volkswagen CV Joint Axle Boots.
Obviously you'll lose all camera to lens communication, so this DIY is best used with Manual focus and manual aperture lenses. Since it's just a floating lens on a rubber bellows it's not so important which camera mount you choose. You can find a bunch of old manual lenses under $10 dollars to start to having fun with this project over on eBay.