Please do not even consider using store bought Five-Spice Powder, not when this is so easy to make, and so much more flavorful. This recipe is from the China Moon Cookbook by Barbara Tropp (Workman Publishing 1992).
2 Tbsps fennel seeds
10 star anise, broken into points
2 Tbsps Szechwan peppercorn pods, thorns and black seeds removed and discarded
1 Tbsp coriander seeds
1 tsp whole cloves
1 tsp cumin seeds
1-1/2 tsps black peppercorns
1/2 tsp ground cinnamon
1/2 tsp ground ginger
1/2 tsp turmeric
1. Toast the whole spices together in a small dry skill over a medium-low heat, stirring and adjusting the heat, if necessary so the spices toast without burning. Stir until the mixture is fragrant and the fennel seeds are lightly browned, about 5 minutes. Stir in the ground spices. Remove from heat, and transfer mixture to a bowl - let cool for a few minutes.
2. Using a spice grinder, or clean coffee grinder, grind the mixture in batches until fine. Store in a tightly sealed jar.