Corrected after comments (thanks Sebastian), it wasn't a sequence solution, so here we go with 42 chars (includes the \n):
def f(a=0,b=1):
while 1:yield a;a,b=b,a+b
OLD post below
Python, 38 chars.
f=lambda n:n if n<2 else f(n-1)+f(n-2)
Not so short but the most readable in my opinion :P
EDIT:
Here is the analytic way (if someone needs to see it in python :-)
f=lambda n:int(.5+(.5+5**.5/2)**n/5**.5)