Or a manual coffee grinder.
Although I've never used it, I've read positive comments about the Hario Skerton and it sells for less than $40. It's convenient to have a hand grinder when you're on the road or camping, assuming you're only grinding for one or two people and you don't mind the exercise. Search
manual|hand grinder for previous discussions of this option. Otherwise the Baratza Maestro is a great choice for French press (I had less success with it for espresso).