Yes, everyone's favorite.
There's an amazing amount of complication out there related to this topic, so I figured I might as well write here about this issue in the plainest English available, for those of you who simply want a crappy-looking URL to look pretty.
In a .htaccess file, after you turn ReWriteEngine On, just write some rules that adhere to this syntax:
rewriterule ^[how I want my URL to look]$ [how it looks now]