Here in New Mexico we can buy big one pound bags of red chile powder in any grocery store--they come in several "heat levels" from mild to extra hot. I have also made my own chile powder from the dry red chiles in my edible ristra (string of dried red chile pods) by putting them in the blender, but you have to be careful. The powder can get into the air and then you are sneezing and sneezing. And some ristras are made to be decorative only, and have some kind of coating on them--obviously those chiles are non-edible.
Most grocery stores everywhere sell small bags of dried red chiles. You could use those to make a powder. Of course, you could also order your own bags of fresh red New Mexican chile powder from these sources: Made in New Mexico or from Hatch, New Mexico.
On the other hand, you could just take a trip to New Mexico and stock up on all your chile needs, but some people have trouble leaving. See the discussion on the City-Data Forum called "Caution/Warning to People Visiting New Mexico! You May Not Want to Leave!"