Garam Masala is used in India to make curries. They generally use whole garam masala, like the ones supplied on this page, because it has a fresher taste than ready-powdered garam masala, and it keeps for longer.
This garam masala mix is really excellent, and one that we ourselves use regularly. It consists of coriander seeds, cumin seeds, cinnamon sticks (though we think that they are really cassia sticks), whole pepper, whole cloves, whole cardamom, whole star anise and whole bay leaves. These ingredients make this blend a very traditional garam masala.
Whole garam masala can be stored for much longer than ready-ground garam masala. This is because the essential oils that make up the flavour of garam masala are released on crushing, and hence begin to evaporate. You can crush this in a mortar and pestle, although a rolling pin or a hammer/bag combination will do the trick too.
This garam masala is way more flavoursome than curry powder or indeed the garam masala powder. For convenience, we generally crush a few weeks' worth of this garam masala at a time, and store the crushed garam masala in a bag ready for use. At the time of cooking, we usually add a few chillies and a few extra bay leaves to taste.