The way I learned to do it a long time ago was with mild cheddar.

Spray a small nonstick skillet with Pam. Put a small pile of cheddar in it and cook until it spreads out and bubbles. Keep an eye on it so it doesn't burn, but it will form a solid circle in the pan.
When crispy, remove from pan and curve into taco shell shape to cool.

It really is very good.