Espresso, steamed milk.
It isn't a complicated recipe at all, but it does require some equipment and technique.
You need to use an espresso roast coffee that is finely ground. If you like Starbucks, then buy a pound from them.
There are a whole bunch of beverages made out of coffee and steamed milk. My joke about Italians is that every time they make one tiny little change in the preparation of something, they give it a brand new name.
You need to steam the milk to introduce air and to warm it up, subtly changing the flavour. If you watch the barristas at starbucks, you'll see that they end up with a steel pitcher of warm milk with a thick foam on top.
I'll define a cappuccino as the base beverage.
A Cappuccino is 1 measure of Espresso, 1 measure of the warm milk from the bottom of the pitcter (Use a spoon to stop the foam from pouring out) and then one measure of the dry foam spooned on top.
A Macchiato is a DRY cappuccino. Omit the milk. Just spoon the dry foam on top.
A Latte is a WET cappuccino. Omit the foam. You can spoon a little on top for appearances.
I've used the terms wet and dry. If you were to actually order a wet cappuccino, you'd get something between the Latte and Cappucino. If you were to order it dry, you'd get something between the Cappuccino and the Macchiato.
The French Cafe Au Lait is strong coffee (brewed, not expressed), with almost boiled milk. If you don't have a steamer available, this might be the route to take. It's similar to a Latte, but without the equipment.