The best tip I've read in a while (and I credit it to Peter Berley via the Angelica) is that it's worth grinding your spices fresh, rather than using stuff that's already ground and who knows how old. Granted, one doesn't always have the option or time to do this, but for things like fennel, cumin, coriander, cardamom, pepper (obviously) and even (or perhaps especially) cinnamon, it's the bee's knees. Seriously, roasting the seeds and then grinding them right before use creates a whole new set of flavours.
Maybe I should have picked up a coffee grinder for this purpose, but I'm finding this granite molcajete-like mortar and pestle way more versatile and fun to use. Here's our executive sous-chef, looking a little tired, but determined to grind out the perfect masala: