The thing is that you may not care for one spice or another on its own, or in the wrong quantity on the wrong thing. For example, I made some chicken today with Ras el Hanout. Any of the spices (there are 17 or so) in this blend, save a few, don't really work on their own. Add too much cardamom, or clove, or allspice to your dish and it could end up inedible. Take, for instance, zhoug - a Yemeni hot sauce, with cumin, cardamom and cloves (not to mention lots of parsley, cilantro, garlic and green chiles) - but when eating it, it just tastes of delicious and you couldn't really identify the cardamom and cloves specifically, which is a good thing. But you'd know something is missing if it were missing.

And once you find things you really like, you'll buy certain specialty items from the spice shop, and others in larger quantities from the ethnic markets (those that have a good volume turnover of the spices) or Costco, etc.

Don't hesitate to ask a good spice shop regarding recommended blends for certain flavo(u)r profiles. For further example, my favo(u)rite local spice shop has a Urumqui rub, most recommended for lamb, but I made a delicious pig loin with it a few days ago.