I use a swing trainer built by Donnay. It's kinda of a half club with a weight at the end and a moulded grip to help your own grip. I'm not too keen on the moulded grip though, I might take it off and replace it with a normal one.
The idea is that it helps you to exercise your golf swing and promotes action in the legs rather than swinging from the shoulders. If you can't find one, I suggest you find an old club and fill it with sand until it weighs about 2 kilos ... or 4.4 lbs.
This is exactly the same model but built by a different manufacturer
http://www.onlinegolf.co.uk/ishop/8/shopscr684.html