As you have found, often the generic chili powders that are sold in the US by the major brands like Schwarz aren't pure chili powder, they have other additives like oregano, salt and garlic. The best way to avoid this is to buy a specific variety of chili powder, which would usually be named after the chili used. A few widely available chili powders that you can find in many stores in the US are:
- Paprika: usually very mild, often smoked
- Ancho: these are dried poblanos, generally pretty mild
- Cayenne: mild to medium, not smoked
As to where to find these the Hispanic/Spanish/Mexican sections of supermarkets often have a good selection, otherwise online sources can certainly fit the bill. I've seen chili powder sold in health food stores, sometime by weight, and often they have good variety. I keep a few types around and mix them depending on the effect I want.