There has been some off-line (and now on-line) discussion about this recently, so I thought I'd share my technique and experience. I guess it was Dave that got me thinking about this again a few weeks ago.
1. Get some Knox gelatine. It's about $7 at the grocery store, and found near Jell-o products.
2. Keg your beer, hit it with about 10-20 PSI just to seal the lid. Then, disconnect the gas and put it in the fridge and bring down to serving temperature (as close to 0ºC as possible is best)
3. Add 1 packet of gelatine to a pot of about 2 cups of luke warm water (30ish ºC)
4. Slowly heat the mixture while stirring constantly until the gelatine has completely dissolved.
5. Add the solution directly to the cold keg of beer.
6. Pressurize as normal.
After 3 or 4 days, your beer should be crystal clear.
A couple of notes:
1. Gelatine is made from cow byproducts. Vegans beware.
2. If you put the gelatine into water that is too hot, or if you heat it too quickly and too fast, you'll end up with Jell-o. Not only will your beer not clear, you'll have gelatine floaties...not good.