I've never had to do this, myself, but here are some things I've seen my friends do.
You can use Styrofoam cups, a favorite of my friends':

Another option would be to use a Styrofoam plate, like this:

This year, I saw someone use those metal Shabbos candle holders, lined up next to each other, like this:

I've also seen some more exotic things, like donuts (aka sufganiyot), or a banana:


( Note: I don't know if the above two were ever used, but there's no reason why they shouldn't work, IMO. )
I've also seen (sorry, no pics for these!) soda cans used, in one of a few ways: either fill an empty can with mostly water, and about half an inch of oil on top, and plop a floating wick in there; put a glass oil cup in the open top of a can; or turn a can upside down, and fill that bottom cavity of the can with oil, and put a floating wick in there.
This isn't so hacky, but a lot of people forget that a lot of those cases of pre-filled oil cups come with either a small, plastic menorah (seen in the Styrofoam cup picture, and the doughnut picture), or those rubber oil cup holders, which can be used to fill in for a more permanent menorah. ( mine actually didn't, this year )
All of the above probably suffer from some form of issue with hiddur, though that may or may not be a problem ;-)