More than a tad and less than a smidgen.
The bible mentioned it once as eight, but when you hear phrases as "Many are called, few are chosen." and "The few. The proud." you just know they're talking more than a half-dozen or eight. As my dad once said at a Kentucky wedding, "It's all relative, son."
Edit: Word, little y
I always thought it meant three, but I looked it up and apparently it just means more than one, but less than many. So I looked up "many," at that pretty much means more than a few.
So with the circular definition, it could be any number besides 1 and 0? Weird.
My dad likes to explain it this way...
He came home drunk one night, my mom met him at the door.
Mom: How many did you have?
Dad: A couple.
Mom: A couple is two.
Dad: A few.
Mom: A few is three.
Dad: Then a few too many.
Depends on the context.
If the context is "Can a few people come over" then 3 to 5 seems about right
If the context is "Can I borrow a few bucks" then $5 to $20 is the range
If the context is "have you had a few drinks" then 3 to ....4...5...N is an appropriate range
If a cop is asking that last question then "I have just one officer" is a few
Between a couple (2) and half a dozen (6)