Or if a real parabolic antenna is too expensive, sticking a copper wire on a BNC connector mounted in a Pringles can (5 GHz) or wider tin soup can (2.4 GHz) works as a cheap alternative.
Even simpler would be to take a standard dipole and put a corner reflector around it (not quite as pin-point powerful, but you can still get plenty of gain). You can make these out of roofing flashing.
https://en.wikipedia.org/wiki/Cantenna
http://www.turnpoint.net/wireless/cantennahowto.html