The quickest way to compute $\pi_1(SU(2))$ by itself is to observe that it is diffeomorphic to $S^3$, which is easily seen to be simply connected.
The quickest way to compute $\pi_1(SO(3))$ by itself is, as Mariano notes, to observe that it acts on $S^2$ with stabilizer $SO(2)$, obtain a fibration and use the long exact sequence in homotopy groups.
If you complain that method is not self-contained, you can instead do the following: Observe that $SU(2)$ double covers $SO(3)$, so $\pi_1(SO(3))$ must be the group of order two. In my opinion this is slightly more work, but can be done with elementary differential topology.