Cheaper than using proper Panini bread and a Panini toaster. This needs the part-baked baguettes from any supermarket, and a George Foreman grill.
If it's a long baguette (or a small George), the bread may need cutting in half to fit. Slice the bread horizontally lengthways and then add typical Panini filling, such as ham, tuna, chicken, anything suitable as long as it's topped with cheese to hold everything together.
The important thing is not to bake the baguette first - it will cook in the grill. Press the lid down so it flattens the bread slightly - this will make it look more like a proper panini.