I'm going to make a windscreen out of a throw-away turkey pan from the grocery store. It's cheap and heavier than aluminum foil.

Right now (while studying abroad) I've made one out of cans. I cut the tops and bottoms off, trimmed them to 3" tall, and notched the ends so they fit together. Three can sections will fit around my tin-can pot. I can easily separate the three sections and put them inside my pot (along with the rest of the stove) for transportation.