Reddit mentions of Homegrown Whole Grains: Grow, Harvest, and Cook Wheat, Barley, Oats, Rice, Corn and More

I don't have any personal experience, but I know of a couple of books on the subject:

Small-Scale Grain Raising, Second Edition: An Organic Guide to Growing, Processing, and Using Nutritious Whole Grains, for Home Gardeners and Local Farmers

Homegrown Whole Grains: Grow, Harvest, and Cook Wheat, Barley, Oats, Rice, Corn and More

You might find these two books interesting:

http://www.amazon.com/Homegrown-Whole-Grains-Harvest-Barley/dp/160342153X/ref=sr_1_1?ie=UTF8&qid=1377128301&sr=8-1&keywords=home+grown+grain

http://www.amazon.com/Small-Scale-Grain-Raising-Processing-Nutritious/dp/1603580778/ref=pd_bxgy_b_text_y

Main thing to watch out for is picking varieties that make it alright to process them yourself - grains that don't have to be de-hulled to be useable are much easier to process without specialized equipment.

Get a proper mill of some kind if you're interested in wholegrain flour. There's reasonably priced options out there that do it alright, and the taste of stuff made with freshly milled wholegrain flour is awesome.

Take a look at ancient grains & older varieties of the usual grains. (a few examples & more info here: http://www.islandgrains.com/how-do-i-thresh-grain-on-a-small-scale/)

Personally I have a tiny plot of flax, that I'm hoping to get some tasty seeds out of. If I were to grow my own grains I'd focus on the ones that are interesting taste-wise. I'd probably go for Hull-less emmer, and rye.