Practically any grain, nut, or seed can be turned into flour. Try exotic items such as quinoa, popcorn, acorns, and peas to the more traditional options like rice, wheat, oats, and barley. Fresh, whole wheat berries, rye berries, whole oats and the like can often be found at health food stores, sold in bulk. They'll be white, russet, purple or amber-colored. And it's cheaper by volume than the pre-made stuff, too! Know what kind of flour you want to make. Want whole wheat flour? Get whole wheat berries (they don't look like berries -- that's just what they're called). Want rye flour? Get rye berries. Flour ain't no rocket science! Each kind lends itself to a different use. Spelt, Emmer and Einkorn grains are on the comeback and are healthy versions of wheat, too. For yeast breads, hard red (winter or spring) wheat is best. For breads that don't need yeast (like muffins, pancakes, and waffles), soft white is the standard choice. Spelt, kamut, and triticale work, too. If you'd like to spend hours cranking for your daily forearm workout, you're more than welcome. Or you could throw the seeds/berries/nuts/beans in your blender/food processor/coffee grinder and let it do the work for you. If you do use some sort of electric device, the higher powered it is, the finer your flour will be.  The manual mill really has one advantage: It doesn't produce any heat to damage the nutrients of the seeds. Other than that, it just takes a lot of time. The main drawback of electric mills is that they're just mills and they're a bit expensive (your cheapest one is going to run at about a couple hundred bucks).  The only downside of using a blender/food processor/coffee grinder is that it may not get you the finest quality of powder ("finest" here meaning like small, not of good quality). It all depends on the specific product you're using.

Summary:
Obtain your grains, seeds, nuts, beans...something to grind to a pulp. If you're going for wheat flour, know what's best for your cooking needs. Choose your grinding mechanism.