I buy whole grain wheat flours (king Arthur or Wheat Montana) at my grocery store. They cost a bit more, but make better breads and other goods, so I don't mind.
I'd like to say, though, that I think that it is easy for us as mothers-at-home to fall into a mindset wherein if we don't do X, Y, or Z, we are somehow failing our children/families, and I think this is wrong--a form of idolatry, in fact. If you enjoy grinding wheat, great, more power to you. If you enjoy making your bread by hand on the counter, great, more power to you. If you enjoy letting the bread machine make your bread for you, great, more power to you. Each of does what is best for us, and no one else knows what that is. :)