It's about time for some hardware, so here is the DDS Sine Sweeper, a sine source which outputs a sine wave from 1Hz-40MHz. It's cheap and easy to build and all the plans and software are freely available.
From time to time I found myself needing a separate signal generator. In the back of my head I was thinking of just something simple but I also wanted to play about with DDS (Direct Digital Synthesis), a method of creating a waveform digitally. This allows precise control over the frequency from a microcontroller, allowing you to set the frequency and even jump to another very quickly. Although it does have drawbacks the simplicity was a winner for me.