Currently obsessed with panini...
I used to go into panini shops and order without the butter... This may work in restaurants, but don't do it at home. What you get without butter is a crunchy toasted cheese sandwich, and it burns too quickly (before the inside gets melted). You have to spread the bread with butter to get that flaky crust, and keep the bread from burning too soon. I use spreadable butter (like Land O' Lakes Light Butter), and not margarine, because, well, margarine isn't food. You can use any bread you like and get a pretty good result, but with hard-crusted bread (like focaccia or french rolls) you should turn them soft-side out, and butter the inside as the outside. I like to use the Pane Turano slices.
I use my grill pan. I don't have a weight, so I put a piece of aluminum foil on the top and set my cast-iron dutch oven on top - about 2 minutes on one side, flip, repeat.
For fillings, I like mozzarella (either fresh or shrink-wrapped work fine), but I've used gouda and even taco shreds and gotten a good result. I like tomato slices, basil, and roasted red pepper in mine, but sky's the limit. Prosciutto is a good meaty addition, or bacon.
By the way, the chips in the photo are baked Kettle brand BBQ... Best baked chips I've ever had (and by that, I mean they taste fried)!