The ideal coffee grinds will have consistent size and shape and be ground just before brewing.  If both cannot be achieved, it is more important to have consistent ground size and shape than it is to grind right before brewing.  This is because even extraction requires consistent grounds.  Without even extraction you are not getting the desired flavor extraction from coffee grounds old or newly ground.  Flavors fade from ground coffee over time, but the flavors can still be extracted from even grounds; faded though they may be.  So,

if you own a quality burr grinder:

• grind coffee beans just before brewing; and
  
• use an appropriate grind setting for your brew method.

If you do not own a quality burr grinder:

• grind coffee beans where you buy them with a retail grinder; and
  
• make sure to set the grinder or request the proper grind for your brew method.