A burr grinder will allow you to *consistently* get a finer grind. The idea is to grind the beans almost to the point where the sediment will get through the filter. A cheap blade grinder can crush the beans or heat them up during the grinding process which then loses you some of the coffee's flavor.
I use an older version of the Solis mill listed here
http://www.sweetmarias.com/prod.electricmills.shtml and have had excellent luck with it over the last several years. YMMV.
Of course, all of this advice depends on having a decent beans and a decent coffee maker.

I use a Cona from the site listed above. While it isn't switch on and forget like a drip coffee machine, it is a heck of a lot more fun to watch it bubble up. (I just bring my wireless laptop into the kitchen while I'm making coffee and take a first cut at my email.)