I haven't tried chia seeds yet, but sometimes get flax seeds for their Omega-3 content. I get them whole, because they go rancid more quickly if they're ground (flaxseed oil doesn't keep well, either). I grind relatively small portions of them in my blender, keep them refrigerated, and add them to things. They develop a mucilaginous texture when they get wet- kinda like chia seeds, I suppose- but this doesn't bother me when it's only about a tablespoon of ground flax in more than a cup of dry rolled oats.
@silva I've heard that you're not supposed to consume too much ground flax at one time for the same reason: the ground flax seeds tend to really absorb moisture, and they might possibly form a big, hard-to-digest clump inside you. I don't know if this is really something to worry about, but I don't think I'd care to eat a tablespoon of ground flax seeds without quite a bit of something else to help it go down, anyway.