You also build small amount of credit for paying utilities... I was told by my realtor that paying 5 utilities or bills each month build your credit, not like a credit card would but it still does. So cellphone bill, home phone/tv/internet, water, gas and electric in your name and you're gaining credit.
Another quicker way is a thing called a secure credit car you can get through your bank, it's usually a precursor to full blown credit card. It works by you giving the bank say $500 bucks to keep then they give you a credit card with a $500 limit that you can use just like a normal credit card.... what makes it secure is if you decide you don't wanna pay, the bank says fine and uses your $500 startup to cover it. this builds your credit fast if you're trying too, and could lead to an actual credit card down the road.
I got into it with att over the early cancellation fees and they took me to collections and jacked my credit up because I wouldn't pay. I couldn't get a credit card so I used a secure credit card for about a year before my credit was good enough to get a real card.
My motto though still is "if i don't have the money, I ain't buying it." My girlfriends on the other hand is "live now pay later" haha