Use one of your good sauce pans that can dissipate the heat the best.
and you want to use one of your good sauce pans that dissipate the heat because it it ends up burning i mean no matter how careful you are you still might get a film on the bottom of the pot i don't let that worry me and i get the milk lukewarm and then i pour about a half a cup of cornstarch in it and i have this thing it's called the slender blender