Do it yourself

Easy to use, nice library, excellent results (I use a 1 Mohm it works fine, 5 Mohm being too sensitive). Only drawback you need n%201 pins for n touch (2 pins for one button, 3 pins for 2 buttons, ...) but you can live with it.
One thing, disable those Serial debug info that are in the library ! Seems the original developper forgot it. Just comment it out.
All credits go to him : http://www.arduino.cc/playground/Main/CapSense
CapacitiveSense003.zip

Use a component : Quantum ATmel QT110A-ISG

http://parts.digikey.com/1/parts/1507353-ic-sensor-touch-prox-1chan-8soic-qt110a-isg.html
They are small, not expensive and you have one output pin. Good if you have one button, if you have many buttons, you may want to use other components of the family.

Tutorials and links

• Very high sensitivity one (no touch) http://www.electronics-lab.com/projects/test/011/index.html
• http://www.arduino.cc/playground/Main/CapSense
• http://www.berio.alg-a.org/Capacitive-sensing
• http://hackaday.com/2009/09/28/capacitive-buttons-control-all-life/