What feppe said (and another recommendation for the Spyder). Calibrators aren't cheap, but they are the only really good option, and the calibration software that comes with it will hold your hand through the whole process.
A cheapo calibration program is Adobe Gamma (free, I think), which relies on your eyes instead of hardware, but you get what you pay for. It's harder to deal with and gives mediocre results. Better than nothing if you don't have the $$$ for a hardware calibrator, though.