This page suggests using a large drycell battery and insulated wire for magnetizing a screwdriver.

More ideas can be found at:
fourelectronics.com
scitoys.com
aga.rru.com (I really like his tip about how he keeps track of loose screws. Two for one.)

From what I understand, magnetizers / demagnetizers are also sold for a few bucks in hardware / building / electrical supply stores. (Basically, very strong magnets.) Can use on tweezers as well.