Curry Powder, like Chili Powder, is a convenience for Westerners, and doesn't actually exist in the culture that inspired it.
Curry Powder comes in mild, medium and hot. Madras style is hot (as far as the commercial scale goes, at any rate.) It is a combination of several spices. Most Curry Powder mixes use coriander seed as a base, then include any of the following ground spices: cardamom, cloves, chili pepper, cumin, ginger, nutmeg, red and black pepper, and turmeric. Some mixes will go beyond that with caraway, cinnamon, dried basil, fenugreek seed, garam masala, mustard seeds, etc.
In India, you don't buy Curry Powder. It's something you mix up for a particular recipe or need. Some recipes will call for up to 20 different spices and herbs to be combined.
Curry Powders can also be bought in a paste.
If you are using commercial Curry Powder, you can wake its taste up by frying it lightly for a minute or so in some butter or oil before proceeding with your recipe and adding other ingredients to the pot.
Mix together equal parts of the following ground spices: cumin, pepper, turmeric, ginger, coriander. Other spices from the list in the first paragraph above as the fancy strikes you.
British merchants, wanting to cash in on the curry craze back home in Britain, devised this powder to make the cooking of Indian-style dishes easier for British housewives. The idea for Curry Powder was probably inspired by Garam Masala. The benefit to British housewives was not only that it made curries easier, but that they didn't have to acquire all the expensive spices individually.
The first Curry Powder was made in Madras, India in 1780. It was exported to the UK and throughout the Empire.