You can also just use an online GUID generator. There are many, a simple one is: http://createGUID.com - save it as a bookmark and use it whenever you need a GUID.

Good point Sharepointer.

Yes there are a variety of ways to create a new GUID, you can use a 3rd party web site, or by using PowerShell: $guid = [system.guid].newguid().

The two benefits of guidgen are a) that it is free and installed for you and b) it can create the GUID in a way more helpful for programmers than just the raw guid itself.