By popular demands I am publishing pictures of my JTAG, which I made to revive a wireless router some time ago. Just click on the picture below to see it in all ghetto-style glory with some explanations of my "design decisions".
You can see that it is very basic. It was made in ~3 minutes and costs ~$6 (the most expensive part was the cable — $3.99). It was assembled according to this diagram. You can find a full description of details here.