This Instructable is another cool way to substitute for a standard 6-sided die, and reminded me of the extremely geeky method we use. A great teaching tool for kids, too.
Step 1: Acquire Coins
Coins are readily available.
Just find three visually distinct coins: I've got a dime, nickel, and penny here, but you could mark up three of the same coins with a Sharpie to distinguish them if necessary.