Take a tour of a few coffee forums. For cheap machines, most have the latte wand, but for some a better one can be retro fitted. Nearly all of the better machines they have a different type of milk wand which produces microfoam but you're talking serious coffee drinker cash for them.
The Gaggia Classic can be retro fitted with a wand from a Rancilio for microfoam so that might be the best way, though it's the latest version is not a cheap machine either really. I think the cheapest way to a good machine would be a Gaggia Classic Mk1 off eBay which has the steam wand mod already done.