Sadly, there aren't a lot of options out there. I didn't go to college, so none of the "student cards" were an option, and never had anyone to co-sign for me or any student loans. Despite reliably paying rent, utilities, etc., I couldn't get any credit line at all -- in fact, I can't find any place that really takes these "non-traditional credit" sources into account. Add to that, I'm self-employed, so there's no pay stubs or the kind of job history that credit officers want to see -- never mind that I have 8 years of self-employed tax returns to show. I was able to get a couple of small loans from a credit union in my early 20s, but they don't report to credit bureaus and had a very limited number of things they could do. Both were paid off on time.
Now I'm 28, and finally broke down and got a secured credit card. They're anywhere from $100-$300 minimum balance, but they do report to credit bureaus (read their TOS very carefully so you get one that reports to all major bureaus). If you're really careful with how you manage it, it doesn't have to cost much. The banks tell me that they'll want to see 6-12 months of good payments, then they might be willing to start talking about financing (specifically, home and land loans in this case). I don't know for sure, but I'd assume that the unsecured credit cards want to see something similar.