Show them the rational parametrization of the unit circle. Then generalize the method to other conics with an obvious rational point like x^2 + y^2 = 5$x^2 + y^2 = 5$ and x^2 - 2y^2 = 1$x^2 - 2y^2 = 1$ and discuss why it doesn't work on x^2 + y^2 = 3$x^2 + y^2 = 3$ (i.e., how would you show this conic has no rational points at all). Finally, discuss the parametrization of the integral points on x^2 - 2y^2 = 1$x^2 - 2y^2 = 1$, where the story is quite different from the case of rational points.