Cream cheese. The Philadelphia sort. Any good cheese stall on the market should be able to help. Aldi does a lovely selection of cream cheeses, cheap but not nasty. Chavtastic, in fact (see question of yesterday, body & Soul). You can buy full and low fat varieties.
Mascapone is probably the best, but as I found out, whilst it's very satisfying to make and eat, it's probably cheaper to buy a decent one of the shelf!!
Oh, and add at leat 30 mins cooking time to whatever recipe you're following
If you`re making a sweet cheesecake, be careful that you pick up a PLAIN cream cheese, some have garlic, chives and other things added! OK for a savoury one, but so good for a sweet one.