First, if you have asthma do not make herbal capsules. You will be working with powder that may get into the air and trigger an attack. Second, herbs may interfere with any medication you are on, making it more or less effective. And third, you may be allergic to a herb, so do your research and start slow.
Warnings aside, in my opinion capsules are the best way to take herbs. Teas give too strong a dose, and some herbs are distasteful. Capsules are cheap and quick.
This site recommends the Capsule Machine. Scroll to the picture labeled "Make Your Own Herbal Capsules." Note that these capsules are poorly made. A capsule has a cap and a container. These capsules are of various sizes, which means that the cap is not fully seated on the container, and some of the caps are crushed. It is possible to adjust the Capsule Machine so that these failings and worse do not occur. If anyone is interested in herbal capsules, I'll give details.