Burr grinders are far superiorlicious. Zassenhaus grinders (like the one pictured) are hard to come by new have a great reputation and are made by gnomes in the Black Forest. You can adjust the grind very easily. I have one I got off ebay for around $60.
http://www.sweetmarias.com/prod.zas.shtml

I would hesitate to buy a $10 grinder. For herbs maybe, but I'm not sure it would be up to a Zassenhaus.