The first question is always whether to froth the milk first and then make the espresso, or to make the espresso first and then froth the milk. It is, of course, your choice but there are a few factors that may affect your decision. If you do not have an expensive espresso machine that has a heat exchanger (or dual boilers) then frothing the milk first will affect the temperature of the water, boiler, and group head and your espresso shot will be affected, so in this case we would recommend drawing your espresso shot first. If you are lucky enough to have an expensive espresso machine with a heat exchanger (or dual boilers) then you can froth the milk without detriment to the temperature stability of the water for the espresso. The frothed milk will last long enough for you to draw your espresso shot (particularly if you "work" the frothed milk - see below) and the crema on your espresso will be at its best.
You will need a jug in which to froth the milk. This should ideally be stainless steel and you will probably need one that has a capacity of about 0.6 litres. You may also want to use a milk frothing thermometer to help you obtain the right temperature.
The milk you use can make a big difference. You can use full cream, semi-skimmed milk, or skimmed milk. The brand, batch and time of year can also make a difference! If you are having trouble frothing milk it is always worth trying milk from different supermarkets.
Fill the jug about one third full with COLD milk (the jug should be cold or at room temperature as well). If necessary, prepare your espresso machine for producing steam. Run some steam for a few seconds into an empty cup or something similar (you may be able to direct the steam wand into the drip tray of the machine) just to empty any condensed water from the steam wand. Position the tip of the steam wand in the milk, near the bottom (this prevents the milk from spattering at the start), and open the tap for the steam. Immediately move the tip of the steam wand to the surface of the milk because it needs to suck in a little air to produce the froth. This is the tricky bit. If you bring it too close to the surface you will start to get large bubbles and there is a risk of spattering milk everywhere - conversely if it is not close enough to the surface you will not draw in any air and you will not get any froth! Just a few millimetres can make all the difference. If you can create a whirlpool motion in the milk so much the better as this will mix the bubbles throughout the milk and result in an even texture throughout.
As the froth starts to build the level of the milk will rise (this stage is called "stretching" the milk). You must lower the jug as the milk level rises to keep the tip near the surface and continue drawing in some air. Keep going until you have introduced the amount of froth you want into the milk, the volume of milk will probably be about double the original volume, or until the point where the bottom of the jug starts to get too hot to hold. Then move the tip of the steam wand very slowly and smoothly down into the milk towards the bottom of the jug. This will distribute the froth through the milk lower down and heats the milk to the final temperature you want to reach. Once you reach this point you should turn off the steam tap and remove the steam wand from the milk. Release a small amount of steam into an empty cup or something similar for a few seconds to empty any milk from the steam wand and wipe it clean with a damp cloth (terry towelling or microfibre cloths are ideal). If you are not using a machine with a heat exchanger or dual boilers don't forget to switch off the steam switch on the machine and refill the boiler.
The resulting frothed milk should be at about 70 to 72 degrees Centigrade (158 to 162 degrees Fahrenheit). If you are using a thermometer you will need to finish the frothing process at a slightly lower temperature because the thermometer takes a moment to "catch up" with the actual temperature of the milk. Specialised milk frothing thermometers have a coloured band from about 60 to 70 degrees Centigrade (140 to 160 degrees Fahrenheit) so that you finish frothing when the needle enters the coloured band and by the time the thermometer has caught up it should be at the correct temperature at top end of the coloured band.
If you have some large bubbles on the surface of the milk you can bang the jug down onto the working surface. This will break the larger bubbles which are weaker than the smaller ones. You can then "work" the milk to achieve an even consistency throughout by slopping it from side to side (trying to keep it in the jug!) and gently swirling it. Finally pour the required amount of frothed milk onto your espresso.
Once you have mastered frothing milk you can start practicing "latte art" - making intricate patterns with the crema and frothed milk (and sometimes chocolate) on the surface of your drink!