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Picture of Start your own Impatiens inside during the winter
Taking cuttings from impatiens, or many other annuals, is easy and can help scratch the gardener's itch during the off-season.  The key is the donor plant that you must remember to bring indoors before the frost kills it.  Beyond that, the process is fairly cheap and easy.  
Materials
mature, donor plant
plastic 4 or 6-packs
scissors, box cutter or other sharp knife
Perlite, Vermiculite or sand
rooting powder
potting soil
pencil

Step 1: Taking the cuttings

Picture of Taking the cuttings
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Select branches from the donor plant that are 2-3" long.  If possible, take the cutting above a leaf so it will grow to eventually form another branch.  Use a sharp scissors or blade to remove the branch.  Continue to do this until you have enough cuttings or the donor plant has no more good ones.  Keep the cuttings from drying out if you can't plant them right away.