The best option would be to buy fresh whole bean and grind it yourself. A freshly ground coffee bean makes great tasting coffee; one that you would definitely enjoy. You can probably use pre-ground coffee that you can buy from the supermarket, but it would not be as good for espresso. If you have no grinder at home, you can go to your favorite coffee shop and buy coffee beans, and have it grounded for you. This is also an option that can save you money from buying your own grinder. Some machines though have a built-in grinder, you can check if you have one. If so, you can buy whole coffee beans and enjoy a better tasting espresso.