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You'll want to buy a coffee grinder that allows you to vary the courseness of the coffee grinds. The grind should suit the coffee brewer you are using and the type of coffee you are making.
Here are the difference between basic coffee grinds:
Course Grind: This coffee grind is fairly large, suitable for French presses and percolators.
Medium Grind: An all-purpose grind, suitable for most drip type brewers. Has the consistency of table salt.
Fine Grind: This is the grind you would want for espresso. If you like your coffee really strong you can use this grind in your drip type brewer.
For a grinder that gives you complete control over the coarseness of the coffee bean grind, try the Melitta Burr Grinder.