I'm currently writing emails frequently to a Slovenian who has the letter š in his name. I use copy and paste for the letter š, which is quite inconvenient.
I'm using the US keyboard layout.
How can I type this letter directly from the keyboard?
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If you have the patience to configure the keybindings, you can try Ukelele and create a keyboard layout for your needs.
I'm not near my iMac right now, so I can't test this. But this usually works for me http://docs.info.apple.com/article.html?path=Mac/10.5/en/8504.html