To get the best possible flavor from your freshly roasted coffee you should buy it unground (whole bean form) and grind it yourself just before you brew it.
The blade grinder is what most people are familiar with. There is a spinning blade inside the grind chamber, which is covered by a removable plastic cup. You put your beans into the chamber, cover it and press down to activate the spinning blade. The longer you hold the button the finer the grind will be.
This style grinder works okay but it is not ideal. The blade tends to get dull very quickly and even under the best conditions the resulting grind is very inconsistent. Some of the coffee beans will be pulverized into a very fine powder while some will be broken into larger chunks.
When the hot water filters over this uneven grind, there is not enough surface area on the coarse bean chunks to properly extract the flavonoid compounds and the result will be a weaker, watery brew.
The conical burr grinder is your best bet for home grinding. These are a little more expensive than a blade grinders but they will last you a lot longer and the grind quality is superior by a long shot.
This grinder uses a cone-shaped center section which spins inside a ring - a lot like a black pepper mill. All of the beans are forced down through a uniform opening and can't pass buy until they reach the size allowed by the gap. This gives a consistent grind and will yield the best cup of coffee.
The next article talks about drip brewing. You want a relatively fine grind for drip brewing through a paper filter. If you use a gold filter, you will want a slightly coarser grind.