What kind of peppers are used in Gochugaru (고추가루)?
When I go to the Korean supermarkets in LA, I usually see half an aisle just dedicated to 고추가루 in all kinds of forms (mild to spicy, fine to coarse grind) and colors. I don't know that there's any specific pepper than it is all about how sweet and mildly spicy 고추가루 is supposed to be. You could start from there to make your own by sun drying and crushing whatever peppers are available to you.

If you are looking for a substitute that you can buy at a western store, try crushed red pepper flakes (the kind you see in the shakers at pizza places). You're going to be adjusting for taste/spiciness anyway, so not much of a dealbreaker.