I want to try some recipes with tofu, but I don't own a tofu press.
Do I need to buy one before I can make tofu?
Is there a way to press the tofu without a press?
Yes, you can make your own tofu without a press. Before pressing, tofu has a high water content. For some purposes, this soft, wet tofu is ideal; if you like the texture, you can use it as it is. One of the reasons for pressing tofu is that removing the water allows it to absorb more flavoured liquids later, but one of the advantages of making your own tofu is that you can add flavouring ingredients to the soya milk before it is coagulated, so your tofu does not have to be plain anyway.
If you want a firmer tofu you can press some of the water from it without a press by wrapping it in a clean cloth and squeezing out water with your hands, or by placing the cloth on a plate and putting another plate on top and putting some heavy things on top of it, and leaving it for a while.
However, a tofu press will help you to get a more thoroughly pressed, firm tofu and a uniform shape. It will make your life easier if you make tofu on a regular basis
Almost any food production that is done commercially can be done in your kitchen.
Here is a guide on how to make your own tofu without "a press" http://www.instructables.com/id/How-to-Make-Tofu/ - remember it doesn't have to be the shape of the stuff you buy.
There are other similar guides if you do a search
Some brands of tofu come firm enough that you do not need them to be pressed; for example I never press this one.
Be aware though that just because a product describes itself as "firm" or "super firm", that doesn't always mean you can eat it without pressing it first (at least if you want final product which is firm).
Makeshift tofu press: Line a small cutting board with kitchen paper towels, put the tofu, more kitchen paper, another cutting board, something weighing a couple pounds (Frying oil bottle. Juice cartons. Canned food. Heavy mortar. Big pot of water, maybe with something in it that needs soaking anyway.) on top of it all. Let sit for 15-60 minutes (mind the two hour food safety rule!).
Pressing tofu does not require a tofu press;
a press is nothing but an easy way to create firm tofu in a specific shape.
Tofu requires some sort of filter, to separate the curds from the water,
and some weight or pressure to squeeze out liquids trapped within the curds, for when making firm tofu.
Using a muslin bag, cheese cloth or similar (even clean socks) will do the job of filtering the curds, and food cans places on top of the bags can squeeze the liquid out easily.
you will get oddly shaped tofu though.
If you have never worked with tofu, I would recommend first "pressing" the tofu using any method the other posters recommend - e.g., put the tofu on a plate on top of a cloth or two, top off with a cloth, top that off with a plate or cutting board, top that off with something heavy; drain; cook.
I want to emphasize this, however -- if you start cooking with tofu regularly, a tofu press is f&^%ing amazing. I regret few things in life, and one is not getting or making a tofu press sooner.