I use a french press. Add a bit more coffee than I would for regular hot french press style, fill with cold water and stir a bit, cover with plastic wrap and put in fridge overnight (without the press part of the french press). Next day, take it out, put the press part on and press gently down, then pour resulting liquid through a paper filter (I use a Melitta thing that takes #4 filters) to get any remaining grit out. Makes enough cold brew concentrate to last my wife and I 2 or 3 days. (We don't drink a lot of coffee, YMMV.) Works great.
I also sometimes make several Aeropress batches in a row and then chill it all. That works great too, and the result is tastier than the cold brew (IMHO), but the cold brew is waaaay easier and quicker. (Well, quicker to prepare. Obviously the Aeropress coffee is ready immediately, but takes more of my effort to make...)