I have always been taught that the difference between an algebraic and a transcendental number is that the former is the root to a polynomial of ${\bf finite}$ degree with integer coefficients. I did a quick search of the interwebs and I tried to find out if it is possible to express a transcendental as the root of a polynomial with ${\bf infinite}$ degree and I didn't find anything immediately, so I figured I'd ask here. So I guess my question would be:
Is it possible to find a polynomial $f(x)$ of infinite degree with integral coefficients such that $f(\alpha)=0$ where $\alpha$ is transcendental?
What caused my inquiry:
If we consider $\alpha = \pi$, we get a fairly good approximation with $$f(x)=x^3-9x^2+20x-5$$ which has real roots $x\approx 0.285521$ and $x\approx 3.14328$, and this is only a third degree polynomial!
As Patrick points out, you cannot hope in general for such a power series with integral coefficients, for reasons of convergence. But you can do it with rational coefficients - construct the sequence $a_n$ recursively so that $|\sum_{i=0}^n a_i \alpha^i|<10^{-n}$, say.