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If your caffeine preference is for the more rounded taste of milk drinks like lattes and macchiatos, then you will need an espresso maker that offers the ability to heat and foam milk as well as making espresso. Most espresso makers come with at least a basic steam wand, but the quality and functionality of these differs widely.
Espresso makers that can make milk drinks use steam to heat the milk and create the foam: water is heated under pressure, and pumped into the milk through the steam wand. Many also feature a frother or foam helper that fits onto the end of the wand by adding more air to the mix. The ideal foam for a latte has small bubbles that are stable, creating the light foam (called microfoam) that enhances the taste of the drink. If the bubbles in the foam are too large, it will break down quickly.
A good steam wand will offer plenty of steam, and the ability to deliver that steam over a long time. This allows you to heat and foam larger amounts of milk. Some cheap espresso makers use a small boiler that can't deliver the steam continuously, so you get pulsing, variable steam that produces foam with oversized bubbles.