Breadboarding. With copper-clad boards:

![enter image description here][1]
Source: http://electronics.stackexchange.com/a/15059/930

![enter image description here][2]

Just two tiny examples, but you get the idea. It's quick and (sometimes very) dirty, but you can keep short whatever needs to be kept short and achieve good results very fast. A very good tutorial can be found on p. 28-31 in [Jim Williams' App Note 47 on the LTC website][3].

Of course, this will not work for BGAs and the like, but whenever I need just a tiny hack, this is my favorite way to go.

  [1]: https://i.sstatic.net/IlTxu.jpg
  [2]: https://i.sstatic.net/xtFis.jpg
  [3]: http://cds.linear.com/docs/Application%20Note/an47fa.pdf