Or you could just use a rough-tuning method that's been used for decades:
Ziegler-Nichols
Or, you could do something kind of like Salik said: If you have a decent physical sense about you, or just happen to have a physics book, a four-function calculator (or pad and paper) and rougly figure out what kind of numbers you need for the constants. For instance: set your P term based on how fast you want something to move for a maximum speed, with the biggest motion you might give it... aka if you are doing just a positional servo (for an arm or something) the biggest move you make you'll want to output the maximum control output for the motor... so you'd multiply (or divide) by whatever number you need to get your error to around 127 (or whatever max plant value you might have). D terms can be done similarly, but I terms are usually more of a gut feel if your doing "Tune by Feel" though they can be calculated relatively easily as well if you factor in your cycle times and characterists of your motor and the load it's moving.
See previous post for more on augmentations of PID.
-q