Try:
Four or less, give it a rest.
Five or above, give it a shove.
I've also tried the "Rounding wheel". I found it in a Mailbox Magazine.
It's a circle divided in half. You number it like a clock, but stop at 9. The left side has a big +0 and the digits 0, 1, 2, 3, and 4 are on that side. Then the right side has a big +1 and the digits 5, 6, 7, 8, and 9. I give a copy to each student and eventually have them draw it on their own. It's very helpful because it's visual.
Oops! I forgot. I also have students underline the digit/place value they are rounding to and have them underline the digit/place value behind it just like someone mentioned.