Brew 2 shots of espresso using an espresso machine, stovetop moka pot, or strong coffee maker, and pour into a 6-ounce cappuccino cup.
Add sugar to the espresso if desired and stir to dissolve completely.
Heat the milk in a small saucepan or microwave until it reaches about 150°F, being careful not to boil.
Froth the heated milk using a milk frother, French press, or whisk until you have about equal parts steamed milk and thick foam.
Pour the steamed milk into the espresso cup, holding back the foam with a spoon, until the cup is about two-thirds full.
Spoon the remaining foam on top to fill the cup, creating the classic one-third espresso, one-third steamed milk, one-third foam ratio.
Dust with cocoa powder or cinnamon if desired and serve immediately.