What technique best infuses spices into a dish? If I have a group of spices, all dried and ground, say: nutmeg, clove, cinnamon, ginger, and black pepper... 

I'm curious about how to maximize their flavor for a drink or dish, and in what liquids spices are ideally soluble.  

Do they need or benefit from sauteeing in oil, or is simmering in water better? Does the liquid need to be hot? Should they be toasted? Or mixed in a food grinder? Or just added directly to the dish?

Gracias.
The classic technique for most spices is to roast them. This can be done in a dry pan because the spices cotain their own oils, you just need to make sure that they don't burn. The spices are usually used in the dish from the start so that they have time to infuse, but it is not always the case, for instance there are many dishes which add Garam Masala spice mix towards the end of the cooking although the spices have again usually been roasted before they are used. 

Regarding grinding them, again it does vary. Some spices are added whole but will then have to be removed before eating, some spice mixes are ground so they are eaten with the dish. All spices as far as I am aware should be roasted whole though so you would usually roast them and then grind them to produce the spice mix.