1) If your lathe can use morse taper inserts, this is the ideal solution.  Chuck up some maple or other hardwood and create a wooden morse taper to suit your lathe.  Here I've taken dimensions from one of my MT#2 centers and I've turned a taper.  These days I've got at least a dozen of these wooden inserts so I can set them all up with blocks and then go to town on the lathe itself.   

 

If you do your finishing on the lathe as well as the turning, these are very handy as you can pop them out between treatments, freeing up your lathe to turn something else while the finish dries.

 

 

2) If you don't have morse taper capability, you've probably got a faceplate.  To create a mount for small blocks, just bolt a piece of wood to the faceplate and turn it round.  I cut some small locating circles at somewhat regular intervals.  This helps when you're trying to center a block of wood on it while gluing.

 

 

 

 

 

 

 

 

3)  After cutting a small block to be turned, use high temperature (not low-temp craft glue) and glue it to the end of the morse taper (or to your faceplate block).  When doing this it's handy to have the glue gun by the lathe so you can have the morse taper in the lathe arbor.  As you attach the wood you can manually turn the arbor to check for centering.

 

 

4) I tap the wood block and wooden morse taper assembly into the arbor using a wooden mallet.  You don't need to hit it hard but a little tap seats the wood in the metal taper.  Otherwise it has a tendency to loosen as you rough out the piece.  When I'm reinstalling it during a finishing step, I just slide it in by hand and twist it slightly as though tightening a screw. 

 

As an aside, I'll often use blocks that allow me to turn two pieces.  Here I've done a small vase but there's still enough wood to turn a goblet after I part off the vase.