Pay your bills on time. Seriously, paying bills ups credit even if you don't have a credit card. When I turned 18, I got my first cell phone with beginner's credit and have been paying it on time ever since and my credit has gone steadily up. I don't have any other bills in my name (my BF's name is on all the others, haha) but I imagine if you have a few bills to pay that your credit goes up a bit faster.

The secured credit card thing I've heard is also a very good option.

I took Economics and I was told, get a regular credit card with a "low" limit, say... $500. When you have $500 dollars in your BANK account to blow, use the entire credit card. Then pay that sucker off immeditely with the cash you have on hand. This will build your credit so fast your head will spin. But you can only do this if you have the money on hand.