Hank Shaw at The Atlantic:
The famous Grey Poupon mustard—Dijon has been a center of mustard-making for nearly a millennium now—is traditionally made with stone-ground brown mustard and verjus, the tart juice of unripe grapes. I prefer this style of mustard, and most of my homemade mustards are grainy like Dijon. I grind my seeds with a spice grinder, but you could get all old-school and use a mortar and pestle.Much more (including recipe) at the link. Personally, I would indeed "get all old school."
The best mustards, in my opinion, combine brown or black mustard seeds with white mustard powder: The two sets of chemical reactions complement each other and make a more complex mustard.