A diode is an electrical device that allows power to travel in only one direction.
Diodes can be made of Silicon, Germanium or even copper oxide.
Note: The there is only one alligator clip connected to that wire, the other is an illusion.
Step 1: Aquiring Copper
I used some copper wire 6 inches (14CM), use any fair size (22AWG or larger) copper wire with all insulation striped off.
Wash it in clean (preferably distilled) water.
Step 2: Making Copper Oxide
You will need alot of heat ;)
The best solution is to put it in a propane torch glowing red for a minute or two.
Hold it with pliers!
You may be able to use another heat source but the copper needs to turn red.
Step 3: Making the Diode
Carefully clip an alligator clip to one end and loosly wrap a piece of wire around the other end.
Avoid damaging the black/red oxide layer.
Step 4: TEST!
I used two AA batteries and a digital meter: