> What do you use to grind
>your own? I'm thinking perhaps one of the electric mini-coffee grinders?

Some options:
1.  Coffee grinder you cite is probably the best idea (easy to find used).
2.  Asian markets and some natural food stores have ceramic bowls with
rough ribs and pestles for doing by hand.  (What my neighbor uses and
likes best.)
3.  Bottle and swapable grinder top sets can be found at kitchenware
stores.  (This is what I use most. Very easy. Found at Lechters. )
4.  Old pepper mills, again from thrift stores and yard sales. ( They
tend to let lots of air get to the spices, though.)
5.  Certain spices actually have a traditional grater designed for them.
I have a special grater for nutmeg, for instance.  It looks like a cross
between a grater and a wall-hung match box.  Inside holds nutmegs, and
outside has a grater surface.  Hangs on wall over stove. (Also found at
thrift store.)

Can you tell I like to do my recreational shopping at the thrift stores?
(I try to wear clothes and leave my sharp stick at home, though.)