If you are truly committed to coffee, Sinnot recommends splurging on the best grinder money can buy. Just as with food, you want your coffee grounds to end up uniform because you want all of it to cook the same way. How fine you should grind depends on your brewing method and will take some experimenting. A finer grind runs the risk of being too bitter, a coarse one can lack flavor. If you're brewing more than usual, you'll want to have coarser grounds because they'll filter more slowly. In terms of caffeine (if everything else is the same) finer grinds will give you more.