For small quantities of DRY / hard spices - Like Stefan, I also like my mortar & pestle (I think that crushing them in this manner really releases the flavors).
However, this does not work well for larger quantities or for dried chilis.
For larger quantities, I guess that I'm lucky to be living fairly close to a Penzey's - so in this case, I usually buy what I need pre-ground..
Still looking at getting a cheapo-type (whirling-blade type) coffee grinder for toasted whole spices and chilis.
For whole-bean coffee - I recently bought a Capresso Infinity Burr Grinder. For home use, it's Da Bomb for Coffee. However, it would get messed-up / too hard to clean if used for spices.