the key thing is to sensibly build your credit score - you can't get a good score until you 'borrow' money and then re-pay. The quickest way? Apply for a credit card through your bank.
This is the key I think. I hear too many people saying their parents won't let them get a credit card, but then later in life they have no credit history when they want a proper loan.
I've had at least two credit cards since I was 18, but as I say I've never missed a payment, never gone over the limit, so I guess when I apply for a loan they have no problem with 4.8% APR, as I have a proven history as a security. If you're a total unknown, or have a black mark, perhaps 9.5% is the best offer you'll get.