A German Beekeeper who calls himself Franky has developed a novel way of preventing a prime swarm from heading off:

The system is based on a little metallic plate glued to the thorax of the queen and a magnetic bar fixed above the hive entrance.
As the queen leaves the hive she gets attached to the bar, the swarm won't leave. The beekeeper can collect the queen at his leasure when he comes to check the hive and use her to make an artificial swarm if he likes.

It's important to keep the hight of the entrance to 10 mm so that the queen will get attached to the magnet but the drones can still pass through.

Here's a video which illustrates how it works:

http://www.youtube.com/watch?v=eZkHarna2aQ

This so called Apinaut system is primarily intended for helping to find a marked queen in a busy colony, but I think it's great for those beekeepers who can't supervise their bees during the swarming season!