Nukes are the brute-force method for generating EMP, but there are other ways using conventional explosives. Somewhere, buried in all of Charlie's links, is a schematic of a conventional-powered EMP warhead:
http://www.softwar.net/
BTW, SoftWar has a lot of stuff many people don't know about, or have forgotten- it's worth a long look.
I thought there was talk of using EMP weapons in Iraq but apparently they weren't used.