In order to capture great bokeh shots you will need to set the aperture of your lens to as shallow as it can go. Use a 50mm f1.8, a 70-200mm f2.8, or if you don’t have those, you can still probably use the 18-55mm kit lens that came with your camera (just make sure to zoom in all the way and set the aperture to as low as it can go, f5.6 in most cases).
Because we are working in low light situations, it is a very good idea to have the camera on a tripod to rid camera shake. You can light your subject up with a lamp. In the video I used regular incandescent / tungsten light bulbs in the background and lit my subject up with a near-incandescent modeling lamp as well. If you are a strobist you can use an external flash to light your subject, just make sure to put some sort of tan colored gel over your flash unit to make sure the lighting in the background and on the subject match color temperature.