Quick and simple standby recipe is the following:

1 packet instant banana or vanilla pudding
1 c cold milk
1 container cool whip
3 bananas
1 box nilla wafers

mix milk and pudding mix, following box directions, chill until set.
mix half the cool whip into the pudding, set aside

layer in dish:
1st layer – nilla wafers
2nd layer – 1 banana, sliced
3rd layer – 1/3 pudding mixture
repeat, top with remaining cool whip.

For the real deal the recipe from Cassandra Harrell is the way to go.
Homemade Banana Pudding
By Cassandra Harrell

Magnolia Bakery Banana Pudding

Martha Steward Banana Pudding