What is the fastest way to compute sin and cos together?

I would like to compute both the sine and co-sine of a value together (for example to create a rotation matrix). Of course I could compute them separately one after another like a = cos(x); b = sin(x);, but I wonder if there is a faster way when needing both values.

Edit: To summarize the answers so far:

Vlad said, that there is the asm command FSINCOS computing both of them (in almost the same time as a call to FSIN alone)
Like Chi noticed, this optimization is sometimes already done by the compiler (when using optimization flags).
caf pointed out, that functions sincos and sincosf are probably available and can be called directly by just including math.h
tanascius approach of using a look-up table is discussed controversial. (However on my computer and in a benchmark scenario it runs 3x faster than sincos with almost the same accuracy for 32-bit floating points.)
Joel Goodwin linked to an interesting approach of an extremly fast approximation technique with quite good accuray (for me, this is even faster then the table look-up)

Solution

Modern Intel/AMD processors have instruction FSINCOS for calculating sine and cosine functions simultaneously. If you need strong optimization, perhaps you should use it.

Here is a small example: http://home.broadpark.no/~alein/fsincos.html

Here is another example (for MSVC): http://www.codeguru.com/forum/showthread.php?t=328669

Here is yet another example (with gcc): http://www.allegro.cc/forums/thread/588470

Hope one of them helps. (I didn't use this instruction myself, sorry.)

As they are supported on processor level, I expect them to be way much faster than table lookups.

Edit:
Wikipedia suggests that FSINCOS was added at 387 processors, so you can hardly find a processor which doesn't support it.

Edit:
Intel's documentation states that FSINCOS is just about 5 times slower than FDIV (i.e., floating point division).

Edit:
Please note that not all modern compilers optimize calculation of sine and cosine into a call to FSINCOS. In particular, my VS 2008 didn't do it that way.

Edit:
The first example link is dead, but there is still a version at the Wayback Machine.