You don't have to own an expensive panini press to make excellent panini. All you need are two skillets: one to heat and one to use as a press. For the bottom skillet, we like to use a grill pan because the ridges give the sandwich an attractive "grilled" appearance. But the recipe works just as well if you use a regular nonstick skillet.
Try this Kitchen Shortcut with Turkey and Cheese Panini.