If you don't already have some serious hardware and don't plan to buy it to mine with, a pool is the only way you are ever likely to get paid.
I don't think that's exactly true. The main benefit of the pool is that it smooths out the returns by handing out small but frequent and predictable sums, but over a long enough period of time, the overall returns should be very similar to what you'd get as a lonesome miner.
If you're a gambler, stay outside of a pool initially and see if you get lucky and score a 50 BTC block early on.
Afterward, you're probably better off pooling either way.
Back on topic: slush's pool works.
http://mining.bitcoin.cz/ . That is all.