If I have to correct people on an urban myth more than a couple times, it's time to blog it.
Yes, caffeine is diuretic once you get above about 500mg (3+ strong cups). However, a 12-ounce cup of coffee is about 360 grams of water and 150 milligrams of caffeine (plus a few grams of solids and flavor volatiles). That's 1 part caffeine to 2400 parts water. Studies have found no significant difference in urine volume after drinking coffee vs. water.
Same deal with beer. Ethanol mitigates production of antidiuretic hormone, which does hurt water retention. One study showed that four two-ounce shots of alcohol would cause about 1 quart (16 oz) of water loss. However, beer is 91-96% water! Drinking one is the equivalent of a shot of hard liquor followed by 10.5 ounces of water, a pretty reasonable ratio (though not as dramatic as coffee). If you consumed those same 8 ounces of alcohol in beer form (4-5 beers), you'd get over 48 ounces of water with it!
Caffeine pills? Hard alcohol? Energy candy? Without the large quantities of water, these diuretic substances would probably have a stronger effect. Anyone consuming them in more concentrated forms should probably keep some water on hand.