Chiles should be toasted before grinding. There are two ways to go about this. You can toast the chiles a few at a time on a hot cast iron griddle for about 1 minute, turning frequently until they soften and are lightly toasted. Be careful not to let the chiles burn, or they will have a bitter taste.
You can also toast the chiles in an oven. Preheat the oven to 300 degrees F. Break off the stems and remove the seeds from the chiles and lay them on a baking sheet arranged in a single layer. Place the pan in the oven. Place the cumin seeds in a small pan and place them in the oven as well. Since the chile de arbol are small chiles, they will be toasted first. Remove them and the cumin seeds after 4 or 5 minutes. Toast the larger pods another 4 or 5 minutes. They should be well dried.
When chiles are cool, break them into pieces and grind into a fine powder using a spice grinder or coffee mill. Add the rest of the ingredients and mix well. Store in a jar.
Use this chili powder for making chile or as an ingredient in spice rubs for barbecuing. Add your own personalized touch by experimenting with different types of chiles. You'll never use that supermarket stuff again!