Fill a drinking glass to the top with distilled water. You can leave the water plain or color it with food coloring to add interest.
Grasp a standard metal paper clip with tweezers. This will prevent you from touching the paper clip with your hands, causing skin oils to coat the paper clip. Skin oils can disrupt the surface tension of the water.
Place the paper clip onto the surface of the water very carefully, keeping it parallel to the floor. Once the paper clip is on the water, release it. The clip should float on top of the water by resting on the surface tension, in the way an insect walks on the surface tension.