For a mild, quantitative method, I have found alkyl halide (e.g. EtBr), in MeCN with potassium carbonate under heating is easy to workup also, with simple filtration and concentration once complete.
All great comments. Agree with Nick that often I go via alkylation using dimethylsulfate with potassium carbonate or even potassium hydrogencarbonate. Probably not the most atom economic but the Mitsunobu reaction / DCC mediated condensation also work very well if your alkylating species is quite complex and an alcohol.
Diazomethan as solution in ether works without any further reagent. It can be prepared without isolation from nitrosomethyl urea or nitrosomethyl-p-toluolsulfonamide in ether by treatment with KOH or NaOH. All acids are converted immediately into the methyl ester but also phenolic OH groups into the methyl ether (tyrosine). Alcoholic OH groups (e.g. from serine) are only converted into the methyl ether in presence of BF3 etherate as catalyst.