Step 9: Aluminum and Lye
2 Al + 2 NaOH + 2 H2O → 2 NaAlO2 + 3 H2
This exothermic reaction occurs when you mix NaOH (lye) solution with solid aluminum metal -- the lye strips off the oxides on the surface of the metal and lets the water react with the metal to produce hydrogen gas. A lot of heat is released in the process, and increased temperature increases the reaction rate, which leads to increased temperature, and so on...depending on the amount of water you put in the reaction vessel, things can get out of hand very fast. The first picture shows one of the reaction vessels used immersed in an ice bath (which had melted by the time I took the picture).
As I mentioned previously, lye is a strong base and will burn you pretty badly if you let it. Wear gloves, and always set up one of these reactions in a place where nothing will be damaged if the vessel overflows.
If you have a beefy DC power supply and want to get your gas by electrolysis, go for it, but I think you'll find it hard to match the reaction rate and volume of gas produced by the aluminum-lye method.