How to Help A Teen Build Their Credit Score
Amelia Granger of NerdWallet gives some good advice in this US News article.
My own preferred approach has been a credit card with a small credit limit that the parents co-sign. Managing its use is a two-fer as it helps the teen learn how to manage their own money and can help build a credit score.
[Update 8-14-13: Having read several other writers on the subject, I am changing my recommendation to a co-signed debit, not credit, card. See Morningstar here.]