You probably already know why burr grinders are better than blade grinders for coffee. Burrs crush the beans into uniform size pieces, resulting in grounds that will extract all their coffee-ness to the best of their ability at the same rate. Blades chop the beans into uneven pieces-- so the little coffee grounds wind up being over-extracted (bitter taste) and the big ones never have the chance to bloom to into their full potential (weak taste). Outside of taking your beans to your local coffeehouse to have them ground for you in a commercial grinder (which, by the way, is totally acceptable if you are purchasing the beans from them), there's few affordable burr grinders out there that are easy to use, easy to clean, and easy to store.
I bought this little Hario brand hand crank burr grinder after my electric burr grinder broke (at the time, the most inexpensive electric burr grinder I could find was a Black and Decker model at $50. It broke after about 15 uses).
The grind can be adjusted by manually turning and clicking the burrs into place-- further apart for a larger grind, closer together for a finer grind. If you don't like to weigh your beans, it makes just enough coffee for a small press pot; or for two hand poured cups. If you want to prepare coffee for a crowd this isn't the device for you, but they do make a slightly larger model that has a glass bottom and is very handsome. The only other downside is that the burrs aren't labeled , so if you forget what setting you want for say, drip coffee, and the day before you made it for french press, you have to grind a little bit, then open it up to check the size.
The best thing about grinding your own coffee by hand is the timing and ritual of it all. Put on a kettle to boil, grind your coffee and set up the pot, put your bread in the toaster. Breakfast is served!