That's up to you. I'd start by drinking the coffee you are making with a pressurized portafilter and then compare that to what a cafe makes for you and taste the difference.
If you are fine with what the machine is making, then stick with it. If you are genuinely curious about making espresso like the way they make it in the cafes and you are able to spend the extra money, then yes, I'd say go non-pressurized and get yourself a decent grinder.
Now, you dropped a dollar figure, where in the world are you? If you are in the USA or Canada, you would probably need to budget at least ~$250-$300 on an espresso-capable grinder with a motor. Manual grinders are about $100 cheaper. There are a huge variety of grinders to choose from, but I would probably recommend that you contact a local coffee equipment supplier who sells espresso equipment and buy whatever they can support.
For example, if you can find a Baratza dealer in your area, that would be a good place to start.
Thanks qualin for your explanation. I am in US now. The cafe shops in town are not good. I've been to Seattle and tasted some good reviewed cafe. It's my motivation to have an espresso like that. I can taste the sweetness in the latte. Also the smell is wonderful. Currently, I cannot make it by my current equipment. Can a good manual grinder also generate similar fine ground for a good espresso? Since I usually make a cup of latte only, I am fine with some human labor.
I've been to Seattle and tasted some good reviewed cafe. It's my motivation to have an espresso like that. I can taste the sweetness in the latte. Also the smell is wonderful. Currently, I cannot make it by my current equipment.
I'd recommend stopping by Seattlecoffeegear and having a chat with them about equipment.
First of all, you have to understand that the cafes use considerably more expensive grinders. That makes all of the difference when preparing espresso. I noticed a very large change in the taste of my coffee when I went from a Rancilio Rocky to a Mazzer. The former being about $350 here in Canada.
Now, you don't have to spend $1000 on a grinder to get cafe quality espresso, but you do have to spend at least half that on a grinder which can match cafe quality, if you are buying new. If you are buying used, you can pick up a used commercial grinder for a fraction of the cost and as long as you are willing to change the burrs and clean it, you can save a lot of money.
Since there isn't that much that can go wrong with a grinder, I'd recommend looking at the buy/sell section of this forum. There's always someone selling theirs.
I've read lots of reviews about how the Baratza Vario can grind coffee at the same quality, fineness and consistency of large commercial grade grinders of nearly four times the price.
I would only consider a manual grinder if budget was a big issue.
I realize that you probably recently purchased your Saeco, but if you can afford it, I would consider upgrading to a machine which doesn't use a pressurized portafilter and has a 3-way valve. A Rancilio Silvia is a great starter machine (At least IMHO) as long as you understand the caveats behind temperature surfing. If you can find one which is used and cared for, they're good value for the money. Purchased new, not so much.
I found that I could get very close to cafe quality coffee (Or in some cases, superior to it) with a Rancilio Silvia, but again.. the grinder is key here.
All in all, don't let the sticker shock get to you.. I know it did for me.. If you can budget $1000 for both a machine, grinder and accessories, that's reasonable and that gives you lots of options.
If you want to go for a non-pressurized portafilter, the minimum I would recommend for a grinder is the Baratza Preciso (I recommend this naked model PF from Seattle Coffee Gear: Click Here (www.seattlecoffeegear.com))
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