It takes very little effort to make your own from fresh dried chilies, as the flavor is light years ahead of store bought product, which is often stale.
Alton Brown's recipe is a good start, and the chiles in the recipe can be found at Mexican markets or ordered online:
I usually use Tones. On my standard spices I usually go cheap with Tones. Everything else I use a local shop called Con Yeager. They can be purchased online. They have very good spices and not terribly priced either!
I don't do a lot of chili, but give my SIL a bottle of Cookshack chili seasoning, he ordered a 5 lb bag when he ran out. Said it was the best he ever had.
I grew up on McCormick and really like that for chili along with cumin. Might have to give some of the others a try. I like and use much Penzey spices but, not the chili powder...has a taste I just do not care for, maybe the oregano? Use Tones in my rub.