I make my own chili powder, I can write up a recipe later. I generally use a spice/coffee grinder or a mortar and pestle for grinding, and I generally only grind enough to either use in the food I'm making, OR, enough to make one to two months' supply of the spice mix I'm intending to make.
I generally purchase from "The Spice House" for obscure spices, and "Bulk Foods" for more ordinary stuff. Buy whole whenever you can, and store unused spices (whole) in mason jars or in tightly sealed plastic bags, "Food Saver" bags preferred.
For ground spice mixes, store in mason jars and DO NOT make more than a few weeks to a couple of months worth of mix at a time.
My chili powder is amazing, about a gazillion times the flavor of the store-bought stuff, well above the flavor of the premium special-order brands. Also, I don't add salt, so that if I want more heat, I can add it without adding more/any salt. It's really all-around better, being cheaper as well!
:)