The solution about tying the back down to some solid object is pretty good. I'd never see that before.
One comment about many of the other solutions offered here, if you use the center stand and either a jack under the headers or a rack to raise the front end you can remove both wheels at the same time.
Also, I find that the back wheel clears the fender easier if I put a board under the center stand. This can be done easily by first rolling the back tire up onto a small board and then placing an equally thick, or slightly thicker, board under the center stand before I raise the bike up onto the stand.
Remove the back wheel first, then raise the front end and remove the front wheel.