I've seen various techniques for this, I have hear everything from pinching yourself, to simply comparing yourself to photos of other people with varying degrees of body fat.
Does anyone have any techniques that have been useful to them?
This website covers all the methods for accurate body fat measurement that I know of (well, besides autopsy, but I doubt you want to do that). The most accurate ones require expensive sophisticated equipment, so they're not really practical for the average person. The methods that I'd say are the most accessible are:
If you want to estimate your body fat in order to assess health risk, it's also important to assess your fat distribution. For example, a high waist-to-hip ratio is related to increased health risk.