OK, I was asked by a Barner for this info so I thought I would make it a post. This is how I do it; others can post how they do it.
Radio Shack has a cabinet full of diodes, resistors, caps, etc in the back of the store. Lacking that, or other electronics store, this place has no minimum order:
http://www.digikey.com/
You are looking for a 1N5404 diode. Radio Shack part number 276-1144
rated at 3 amps 400PIV. You could actually use most any diode but I like this one because it is heavy duty.
You will note a band around one end of the diode. That end of the diode faces toward the alternator (diodes are directional). If you get it backwards, nothing bad will happen except the ignition will not turn off, so in that case just reverse it so the band end is toward the alternator. Connect a wire from the band end to the #1 terminal on the alt. (terminal 2 is connected to the heavy post which has the wire going to the battery. A great deal of hoopla is made over so many other places in your car that you can attach the number 2 terminal but in reality all you need do is to connect it to the heavy terminal that goes to the battery. I like to keep it simple, and no one will die if you do it this way
). If you do not have the special 2-terminal plastic connector for the alternator, just use crimp-on female spade terminals, which I do all the time. Be sure to slip some heat shrink tubing down over the entire female spade so that it can never touch the case, else you will blow your 30 amp fuse and blow the diode.
Now for the potential problem area: you need to connect the other end of the diode to a terminal or wire somewhere in your car that is live only when the key, or ignition, is on. Depending on how you have your ignition set up, this will vary. I am not using a true pop-out ignition switch, so I connect mine to the hot side (key side) of the coil.
If you are away from home and for some reason the diode fails (never had it happen yet but never say never), just use a jumper (see Tom W's recent post on these) to bypass it; or cut the diode out and join the two wires together. The only downside will be that you cannot turn the engine off; no problem, this is a temporary fix anyway, so just remove the jumper or unjoin the two wires, and the engine will stop immediately (if you have the key off of course)
It takes way longer to write this up than it does to do it!
have fun