We study the dynamics of stellar-mass black holes (BH) in star clusters with particular attention to the formation of BH-BH binaries, which are interesting as sources of gravitational waves (GW). We examine the properties of these BH-BH binaries through direct N-body simulations of star clusters using the GPU-enabled NBODY6 code. We perform simulations of N ≤ 105 Plummer clusters of low-mass stars with an initial population of BHs. Additionally, we do several calculations of star clusters confined within a reflective boundary mimicking only the core of a massive cluster. We find that stellar-mass BHs with masses ~ 10 solar mass segregate rapidly into the cluster core and form a sub-cluster of BHs within typically 0.2 - 0.5 pc radius, which is dense enough to form BH-BH binaries through 3-body encounters. While most BH binaries are ejected from the cluster by recoils received during super-elastic encounters with the single BHs, few of them harden sufficiently so that they can merge via GW emission within the cluster. We find that for clusters with N >~ 5x104, typically 1 - 2 BH-BH mergers occur within them during the first ~ 4 Gyr of evolution. Also for each of these clusters, there are a few escaping BH binaries that can merge within a Hubble time, most of the merger times being within a few Gyr. These results indicate that intermediate-age massive clusters constitute the most important class of candidates for producing dynamical BH-BH mergers. Old globular clusters cannot contribute significantly to the present-day BH-BH merger rate since most of the mergers from them would have occurred earlier. In contrast, young massive clusters are too young to produce significant number of BH-BH mergers. Our results imply significant BH-BH merger detection rates for the proposed "Advanced LIGO" GW detector.