There are a lot of options and tons of threads here that discuss how you can make them, as well as the pros and cons of each. Search the forums and wiki and you'll come up with gobs of info. Here are the most common:
Immersion chiller (IC)
Counterflow chiller (CFC)
Immersion chiller with whirlpool (Jamil's)
Plate chiller (PC)
I have an IC and found that if I constantly stir my wort during chilling that it works fantastic. I am below 140F in about 4 mins and at 65F in about 15-20 mins. In the summer I use a pre-chiller in an ice bath.
A lot of folks here use DIY CFCs and love them. I have been trying to figure out if a CFC is worth my effort or if I should just make a better IC with more surface area. As you will find with brewing, this is yet another thing that mostly comes down to personal preference. As long as you cool your wort to under 140F quickly you are doing well.