A while ago, I had a post on Spinning on a small budget where I mentioned making your own PVC niddy-noddy, and earlier had instructions showing the parts using CPVC to ensure it could take the heat for dyeing.
That's a great solution for steaming as well, since you can make the CPVC niddy any size you desire.
However, if you are just sampling, or don't want to run out to the local plumbing supply store, check your closets for a metal hanger. Yep, a hanger.
Grab the bottom straight part in the middle, and pull the hanger into a diamond shape. Instant niddy-noddy!
It's a little unconventional, but yarn winds on just fine.
Click for bigger to get a clearer view of the wind on ... you go over one corner, under the next, over, under, and repeat until done.
This simple niddy-skeiner contraption has a great handle, which makes it very handy for steaming! Get a pot of water boiling, or a small saucepan on the stove, and you can hold the handle (away from the steam!!) while steaming each quarter of the yarn.
If your hands are at all sensitive to heat, put on your oven gloves before doing this! I held each quarter over the heat for 30-60 seconds, 2-3 times, until it looked like it was fully steamed. I admit, sometimes I just let it rest against the kettle's handle -- very convenient!
Oh yes ... I wound the yarn onto the niddy dry, then did the steaming.
Let the yarn cool on the niddy -- hang it off a handy shower rail or doorknob -- then remove it and let it finish drying if needed before twisting up the skein or winding it into a ball.
I recently was pointed to (yay Ravelry!) a blog entry about microwave setting yarn ... it sounds interesting, but I haven't tried that yet myself.
Here's a bobbin waiting for steaming, so there's a chance I'll be trying it soon!
Have you steam-set yarns by some other method? I'd love to hear about it!