I do have a good flash for my DSLR but I'm always reluctant to take it out of my bag, mount it on the camera and carry the heavy package around. After reading something about a business card taped on your flash as a free diffuser I gave it a try.
Take some white paperboard (I used the inside of a packaging box) and cut it to the following dimensions. The dimensions are fine for my Canon EOS 400D but the principle should work for any camera with the same built-in flash layout. Fold the card on the dotted line and strengthen the bottom part with some duck-tape.
That's all there is to tell, really. Open the flash, slide the card from the front to the back in the flash shoe and start shooting. Need an example to see the difference? The first one without the diffuser card and the second one with the card: