Serious Eats: Recipes
Fresh Silken Tofu
This is the most sure-fire method that I have tried. I have gotten smooth, custard-like tofu with this recipe every time.
But I've had no success using manufactured soy milk to make tofu. If you are lucky enough to live close to a freshly made soy milk source, then you can skip the step of preparing your own. Making your own soy milk, however, is the least expensive and freshest option.
For a full demonstration on how to make the soy milk and tofu, see this slideshow.