I've always wanted an exprimidor, a cast aluminum citrus squeezer popular in Mexico and Latin America. You can buy fancy versions (in different sizes for limes, lemons, and oranges) at a gourmet shop, or you can haul your gringo ass down to the local mercado and buy one for $5. My advice: just get one large squeezer, the smaller ones sometimes choke even on limes. And don't buy a plastic one... A metal one will last forever.
Now I just got around to getting one, and not from fear of shopping in ethnic grocery stores (my track record should be pretty clear there), but because I only thought of the damned thing at the oddest times. Like waking up at three in the morning and telling myself I really need a Mexican citrus squeezer.
How do you use it? Cut your citrus in half (quarters for oranges) and place flesh-side down in the cup with the holes. Then just squeeze. On lemons and limes, it completely turns the peel inside out. While it's not perfectly clean (you'll splatter some juice around), I like it because it catches the seeds but lets the pulp fall into the glass.
For the first run I took a Meyer lemon, a blood orange, a tangerine, and a lime. Squeezed the juice and topped it off with sparkling water. No tequila, no rum, no umbrella here, just a refreshing breakfast beverage.