I would like to comment on this as well, as I grind my own flour because of cost savings.
We bought our Kitchenaid Flour grinder for quite cheap, and with a wedding gift card, it only cost us $20.
I grind my own wheat, because it is very cheap. A farmer gets about $6-7/32L 32L = bushel) of wheat kernels. This amounts to 2-3 times about of flour, so about 90L of flour. Flour weighs about 0.5g/mL, so about 45kg of flour. For 45kg of flour, I'd say $7 isn't such a bad price. As I work with farmers, I've never had to pay for wheat kernels, as a ziploc bag is pennies to them.
Ground whole wheat kernels taste very strongly like bran. I would not recommend using 100% whole kernels as you feel like you are eating a bran muffin. I always mix my whole kernel flour with white flour and a dash of whole wheat flour.
I would also just like to point out that there are many types of wheat. Here in western canada, we primarily grow Hard-Red spring Wheat. This signifies a high protein, and is better for bread. Any of the "Soft" Red/White Wheat, are low protein, and are better suited for pastries. We need a higher protein, to have a higher gluten content, as gluten is responsible for the bread being able to rise well. I would also like to point out that, the protein content often is variable amongst every field yet, so if you're asking a farmer for a bucket of wheat grain, I would recommend having at least 12% protein so your bread will rise.
If you would like to know more about wheat, I would recommend asking a farmer!