I've been finding myself dorking around with optics more than I ever expected, and finally bought a laser boresighter at Wal Mart for $40. It's one of the cheap ones that sticks in the end of the bore. While there are certainly better products, this works very well and gets me on paper right away. This thing is a lifesaver.
One interesting artifact while bore sighting a new scope on my FAL last night was the effect of parallax at short distances. You can clearly see the crosshairs move as you move your head around while the laser dot stays where it is. I've never paid attention to that before, and it was really educational. It certainly emphasizes the importance of a consistent cheek weld.