How do you enter Unicode characters?

First go to international system preferences-> input menu and check the box next to "Unicode hex". then switch to unicode input in the menu bar. now to enter a unicode character you hold alt and enter the hexadecimal unicode value.

Many common ones are already mapped to the keyboard, using the option key, which is one reason you can't just use the 'alt' key.
If you're looking for the more obscure, then use V.K.s method. You can also set a keyboard shortcut to switch between input methods (Keyboard Shortcuts in Keyboard & Mouse sytem prefs); however, the default is cmd-space and cmd-shift-space (spotlight's shortcuts), so you'll have to change them to something else.

alt=option. you mentioned alt in your post so I figured you have it on the keyboard.

Message was edited by: V.K.

Some versions of the Apple keyboard actually say alt and opt on them.

Barney-15E wrote:
Some versions of the Apple keyboard actually say alt and opt on them.

yes, all of mine do.

I just did a google and found this nice compendium of the 'option-key' characters built into the OS.
http://tlt.its.psu.edu/suggestions/international/accents/codemac.html

You'll notice that most of them make some sort of sense with regard to the keys to which they are mapped.