Previous: How do I grind coffee beans myself?
Coffee grinders basically come in three types:
Spinning blade grinders are common and inexpensive, but the grounds they produce are really inconsistent. This is because they essentially work by "pulverizing" the coffee beans, producing a wide spread from "fine" to "coarse" in the final grind. There isn't a way to control consistency with a spinning blade grinder—no matter how nice it is. I don't recommend spinning blade grinders for most people trying to make good coffee at home.
Burr grinders are generally much more consistent than spinning-blade grinders. Some burr grinders are hand-held and human powered. These Hand-held burr grinders tend to produce high-quality grinds (compared to spinning blades) and are comparatively inexpensive (compared to electric burrs), but are slow and high-effort, because you have to crank them yourself.
Electric burr grinders are consistent and quick (generally speaking), but tend to be expensive (and sometimes really noisy). A quality electric burr grinder will start around $150 and go up from there, especially the more special features come baked in.