Gochugaru

Gochugaru (고추가루, also transliterated as go choo ga roo) is red chile pepper, dried and ground into a coarse powder. In preparing Korean dishes, just about any ground chile pepper may be used as a substitution, but be aware that several varieties of chili powder (such as cayenne pepper) can be quite a bit hotter or milder than gochugaru, and so it is advisable to add in small amounts until the desired level of spiciness is reached.