I also have an inexpensive-ish espresso maker. Mine has a built-in milk frother which is nice (as in, you just fill the container with milk and it makes espresso, cappucino, latte for you. You don't have to manually froth).
I've had Lavazza. it's great coffee, but if you're looking for pre-ground espresso coffee try
Illy. I find it has a much finer grind and works better in the espresso machine.