We here at The Fool are always preaching diversity, and we really do mean it. It behooves us as investors to get exposure to companies of different sizes and in different markets. That way, we avoid overexposure to any one investment in particular. The financial crisis has only emphasized the importance of keeping your proverbial eggs in more than one basket.

So what is diversity, and where can we get some? Well, in general, it's nice to have companies of different sizes in your portfolio: large caps ($10 billion or more), mid caps (between $2 billion and $10 billion), and small caps (less than $2 billion). Here are three ideas to consider in your quest for diversification.

Large cap
For a long time, Wal-Mart (NYSE: WMT) had the market cornered on the general mass-retail industry. Then Target (NYSE: TGT) showed up and spoiled the party. While it's not quite as big as Wal-Mart (yet), Target had 1,740 stores in 49 states and the District of Columbia as of January 2010. While Target boasts a market cap of approximately $36 billion, just a fifth the size of Wal-Mart, the company is able to maintain slightly higher operating margins than its competitor, which carries down to the bottom line nicely. Trading at 14 times trailing earnings and sporting a 2% yield, Target could hit the bullseye in the context of a well-diversified portfolio.

Mid cap
Insurance has had a tough go of it lately, but some companies are just plain good. Look no further than Markel (NYSE: MKL), which focuses on underwriting specialty products and lines for markets that are typically considered a little riskier. As such, these markets don't garner the same attention as the standard property/casualty markets, where larger competing insurance companies such as Travelers (NYSE: TRV) tend to focus. To top it off, Chief Investment Officer Tom Gayner has proven himself to be a very talented capital allocator through the years, as Markel continues to compound its book value. With a market cap of only $3.4 billion, and trading at just 1.2 times book value, Markel could produce Buffett-like returns for your portfolio over the long run.

Small cap
Looking for a small cap with mettle? Taseko Mines (AMEX: TGB) is one way to play the mining sector. This Canadian company is into the exploration, development, and operation of all sorts of mineral properties, primarily in British Columbia. With a 75% stake in the Gibraltar copper mine, as well as copper and gold interests in its Prosperity and Harmony projects, Taseko is keeping pretty busy these days. Add to that the company's stellar balance sheet flush with $185 million in net cash, and Taseko should be able to continue exploring for some time to come. With inflation a real concern going forward, miners are starting to look interesting. With a market cap of $770 million, Taseko might just be worth prospecting.

Of course, these are just ideas, not formal recommendations. As such, we recommend you conduct your own due diligence. Nonetheless, diversifying your portfolio wisely is one of the best ways to protect yourself against the great unknowns that the market throws at us from time to time. In this megaretailer, insurance company, and small miner, you'll find three companies that might just help you realize your destiny with diversity.