i use a steam wand.. the best way to get amazing dense foam is to hold your pitcher on an angle and make sure the tip of the steam wand is just below the surface of the milk so that it's completely submerged (but if you were to lower your pitcher it would make large bubbles/break the surface.) your milk should start to get "sucked" in a sort of circular pattern toward the steam wand.
you'll know that you're making foam by the volume of milk in your pitcher increasing, it's pretty easy to see. start with your pitcher like 2/3 full so you don't spill. once you are finished steaming (to like 160-170 degrees) your milk shouldn't look like there's any foam (ie. no large bubbles) because it's nice and dense and perfect. does that make sense? kind of..?
anyway before you start to pour, swirl your milk around to mish together the milk and foam, then pour down the side of the mug (once your shots are already in the mug) this will create a really nice dark layer of crema on top of your latte (if it is a latte) but for your capp, just pour until all your foam is piled on top... should be a 1:1 milk/foam ratio for a cappuccino. mmmmm.
hopefully this helps!