I just bought a Panini Press the other day. The brand is "Breadman", the same as my bread machine, which I am very happy with. I read reviews on it & 7 people out of 7 gave it 5 stars! It only cost $40 at Target. I haven't used it yet but I bought all kinds of rolls & meats & cheeses in preparation - it's gonna get a real work-out this weekend. If you want, I can report back to you on what I think of it.
Before I bought it I was using a Panini set (also from Target). It's a cast iron skillet with a cast iron press that goes on top - both of them have ridges to make the grill marks on the bread. You press it down by hand. It worked OK - the wood is breaking off the handle of the press already. But it was really cheap so I'm not upset at all. It was my 1st foray into the world of cooking in cast iron.
And before that, I used a regular non-stick skillet & a dinner plate. I wrapped the dinner plate in non-stick foil & used it to press the sandwich!
I'm all about the food!