Here's a proof that has the advantage that the same idea can be used to prove the irrationality of $\pi$ and the irrationality of $e^r$ for nonzero rational $r$. It follows the general paradigm of irrationality proofs whereby one assumes that $\alpha = p/q$ is rational, and deduces that $X=Y$, where $X$ is an integer and $Y$ is a nonzero number with $|Y| < 1$. To accomplish this, we typically seek a rapidly converging approximation to $\alpha$, whose fractional part lies between 0 and 1 even after scaling up by $q$ (or a suitable multiple of $q$).
The proof presented here is based on Jack D'Aurizio's answer to another question, in which he noted that the function $1/\sqrt{2-x}$ is well approximated by Legendre polynomials.
The Legendre polynomials $P_n(x)$ form an orthogonal basis for the Hilbert space of square-integrable functions on a compact interval, and may be defined via the generating function
$${1 \over \sqrt{1-2xt^2+t^4}} = \sum_{n=0}^\infty P_n(x)\, t^{2n}.$$
The Legendre polynomials usually live on the interval $[-1,1]$, but let us follow D'Aurizio and work over the interval $[0,1]$, which means we should consider $P_n(2x-1)$ rather than $P_n(x)$ itself. We consider the integral
$$I_n := \int_0^1 {P_n(2x-1)\over \sqrt{2-x}}dx,$$
because (up to normalization) it is the $n$th coefficient in the Legendre polynomial expansion of $1/\sqrt{2-x}$. We should therefore not be too surprised to find that it is small; more specifically:
Lemma 1. For sufficiently large $n$, $I_n$ is an exponentially small nonzero number.
Lemma 1 (or something analogous) would hold for many other choices of orthogonal polynomials, but what's nice about Legendre polynomials is the following remarkable fact.
Lemma 2. $(4n+2) I_n = A_n\sqrt{2} + B_n$ for some integers $A_n$ and $B_n$.
Lemma 1 and Lemma 2 together imply that $\sqrt{2}$ is irrational.
For suppose $\sqrt{2} = p/q$ for positive integers $p$ and $q$. Then by Lemma 2, $q(2n+1)I_n$ is an integer. But by Lemma 1, we can choose $n$ large enough that $q(2n+1)I_n$ is a nonzero number with absolute value less than 1, which is a contradiction.
Here is a sketch of a proof of Lemma 2, which is the trickier one. The generating function for Legendre polynomials tells us that
$$\sum_{n=0}^\infty I_n t^{2n} = \int_0^1 {dx\over \sqrt{(2-x)(1-(4x-2)t^2+t^4}}.$$
With the help of a computer algebra package, we find that the integral on the right-hand side of the above equation equals
$${1\over 2t}\ln\left({1+4t+2t^2-4t^3+t^4\over 1-4\sqrt{2} t + 10t^2-4\sqrt{2}t^3+t^4}\right).$$
In the Taylor expansion of the logarithm, the coefficient of $t^m$ will have the form $(a_m \sqrt{2} + b_m)/m$ for some integers $a_m$ and $b_m$; taking into account the $1/2t$ in front of the logarithm, we see that the coefficient of $t^{2n}$ (i.e., $I_n$) has the form $(a_{2n+1} \sqrt{2} + b_{2n+1})/(4n+2)$, which proves Lemma 2.
For a sketch of a proof of Lemma 1, we first note that $P_n(x)$ is orthogonal to all polynomials of degree less than $n$, so the value of the integral is unchanged if we replace $1/\sqrt{2-x}$ with $f_n(x)$, defined to be its Taylor series minus the terms with degree less than $n$. Then $I_n$ can be upper-bounded using Cauchy–Schwarz; the norm $||P_n(2x-1)||_2 = 1/\sqrt{2n+1}$ and the norm $||f_n(x)||_2$ is exponentially small.
Of course this is an incredibly convoluted way of proving that $\sqrt{2}$ is irrational, but the point is that if we replace $1/\sqrt{2-x}$ with $e^x$ (respectively, $\sin x$), then a very similar line of argumentation yields that $e^r$ (respectively, $\pi$) is irrational. I have written up the details of these latter two facts in an expository article that was inspired by Kostya_I's answer to a MathOverflow question.