I use a wee "Bodum" type coffee-press reserved for frothing. Simply put a bit of creamy milk or soya cream in, tilt it so the spout faces up, and pump the press up and down for a couple of minutes. You can scoop out the froth from the top for a macchiato, or pour a little in for a latte. I've seen people use it for whipping cream for dessert--great over berries.
Note: You won't get firm cappucino "peaks", but it works well for the drinks I described.

Editor's Note:
Bodum Chambord 3-Cup Coffee Press (click here)