DIY Photography with Larry Becker: Gels
Option One: Cellophane
First, swing by a craft store and buy some amber or gold cellophane. I found a roll of very cheap cellophane at a Michaels store, and it works just fine to warm up my flash exposure. They also have blue, green, red, and other colors, so you could even create special lighting effects.
One downside to this option is that this type of plastic isn’t especially resistant to heat, so if it’s touching the front of your flash and you’re shooting a lot, it will probably melt. The other problem is that the colors aren’t exact.