As ZapperZ says, the primary technique is through PDC (parametric down conversion).
There are 2 types of PDC, Type I and Type II. They both rely on a similar underlying principle. A laser input beam of a known wavelength in sent into a non-linear crystal (basically like a small lens) tuned for the input wavelength. Most of the input photons pass through unchanged - and these are ignored. Perhaps one in a million, however, undergoes a metamorphosis. It emerges as 2 photons. Because of conservation of energy, momentum, spin, etc, they are each half the energy and twice the wavelength of the original. Total spin is conserved, so knowing the polarization of one tells you the polarization of the other. They are entangled because they exist as a superposition of states until they are observed. Because these entangled photon pairs emerge off-angle from the original input beam, they can be captured and pulled aside for testing - often using fiber optics and lensing mechanisms to manipulate.
Below is a technical link, unfortunately just about any description of the process gets complicated and confusing very quickly:
http://scotty.quantum.physik.uni-muenchen.de/publ/achtbild.pdf