Lori, look for a rustic bread with a tight crumb to make that crunchy panini. Semolina, sourdough, ciabatta type, French, and Italian all work well if they have a tight crumb. My favorites are the semolina and sourdough. If you slice it, slice on the bias to get larger slices.
Use 3 to 4 ingredients that go well together. You can grill using a heavy pan and olive oil. You won't get the grill marks, but you should be able to get the crispy crust. That's what I do at home, and I'm happy with the results.
I've also heard of using two iron skillets. One needs to be smaller than the other. Heat both of the skillets. Use the larger skillet for the bottom, and put the oiled sandwich in that skillet. Place the bottom of the heated smaller skillet on top of the sandwich. That cooks the other side of the sandwich and also presses it somewhat. I may try this soon! If you try it first, let me know how it comes out. Be careful with the hot skillets! You don't want heated falling skillets.
Here is an article about grilling. Thanks for asking about the panini!
Grilling Your Perfect Sandwich