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I started with Cold Mountain Rub
for the Cold Mountain Rub:Yield: 2 cups
Been using it for about 2 years, and have added a few different spices here and there to come up with something more personal.
As earlier stated, most rubs start with similar base seasonings:
Salt, pepper, chili powder/cayenne/ground chiles, paprika, sugar, cumin
Then you get to other common seasonings:
garlic powder, onion powder, coriander seeds
Then you get to what makes people rubs their "secret recipe" and what some people call the "X" factor which can be pretty much anything but some ones that seem to be more common are:
ground ginger, nutmeg, allspice, granulated honey, fennel seeds, celery seeds, ground bay leaves, oregano etc.
I always start with a base and adjust the ratios to find something that suits my taste. Once you have that, start adding some other ingredients and play with that. Then once you find a combo you really like, find a good spice source, buy as much of the spices in whole form (so you can toast and grind them yourself and play with different sized grindings to get different flavor profiles) as possible and make bigger batches to keep on hand. I usually make enough for 3-4 cups and keep it in a mason jar. Then you will have your own top secret rub.