There is a cool new site called yUml. It allows you to "create and share simple UML diagrams in your blogs, wikis, forums, bug-trackers and emails," something like this:
You just have to type in the proper code, like so:
and then click "Generate the Diagram!"
You can also select, copy, and paste the diagram into an application like ConnectedText. Just make sure that you follow the last line with .jpg, like so:
It does not work without this because the transparent parts of the picture get somehow rendered almost black, if you don't tell the program to render the image in jpg form. It seems to be a Windows problem. (Don't know how it works on the Mac.)
I like it.