For my chicken curry recipe, I use curry powder, chopped garlic, onion, and ginger. Pretty much the same as what arcadefire listed. I buy the curry powder. I've got no clue about how to make your own curry powder, but here's link that might be of help...It seems like curry powder is a combination of different spices. http://www.ehow.com/how_2142450_own-curry-powder.html
Always add some Spicy Chili powder, always gives the sauce a nice little kick, don't over-do it though as it can ruin a sauce. My father does a great curry sauce, and he does this, so it definitely tastes good!