It's a nasty catch-22, Tim. Your credit score is, unfortunately, everything to you as an American. Unless you're independently wealthy, you need to build your credit score.
1. You should have a credit card, and use it, but pay it off every month. Do not carry a balance. Get a car loan and pay for it using auto-deduct.
2. Never miss a payment on any bill, because a recent change in the FICO algorithm now allows the consumer credit reporting agencies to gather payment history from folks such as utility companies and others, which were not previously considered when calculating a credit score.
3. Almost anything that you make recurring payments on will be reported to one of these agencies. (An exception is debit cards, as the balance is tied to your checking account).
Ironically, the consumer credit reporting agencies have a term for people who pay off their bills completely, every month (and thus accrue no interest, fees or penalties). They are known in the industry as "deadbeats."
I prefer backing loans with equity moreso than backing loans with a credit rating.