Electric Mixers
If you bake regularly, it is worth investing in a suitable electric stand mixer. I can wholeheartedly recommend a Kenwood chef (now branded DeLonghi in the US). These machines are not cheap when new, but they are built to last for many years and are extremely reliable, so it's worth looking for them in second hand shops, newspaper ads, or on eBay.
Kenwood Chef on ebay.co.uk
Kenwood mixers on eBay.com
Delonghi mixers on eBay.com
Unless you already own one, I really don't recommend KitchenAid mixers as they are much less powerful than the Kenwood - the lowest powered Kenwood model at time of writing is 700 watts, while the top-of-the-range KitchenAid is only 525 watts, and the cheaper KitchenAids are only 300 watts. The Kenwood/DeLonghi doesn't have the same attractive retro styling, but despite their more powerful motors, they are considerably cheaper. If you have a higher powered mixer, the strain on the motor from kneading your dough will be lower, and so your mixer is likely to last longer.
Whatever sort of stand mixer you have, you must have a dough hook for kneading. These work by gathering the dough into a ball and spinning it round very quickly, so that the centrifugal action stretches the dough, causing the gluten to form.
If you are happy to spend the money on a new mixer, Amazon have a good range:
Mixers on amazon.co.uk
Mixers on amazon.com
(Declaration of interest: I receive a small fee from Amazon/eBay when you buy any items via links on this page)
