After a fair amount of browsing, I decided on a Nutrimill.
I also ordered some hard red wheat along with the mill, to mill in it. Since then I have gotten some rye berries, some spelt, and some hard white wheat, though I have not milled all of them yet. For the most part, I have only milled the red wheat, I have bags of white whole wheat to use up before I get to that.
The mill works great. it takes this
and turns it into this.
It does not get much flour around, perhaps a very light dusting on the counter, but I make a much bigger mess baking. For whole wheat, I try to mill a weeks worth, for other ingredients, I mill just about what I need for the dough I am making, by weight.
Since the Nutrimill is an impact mill, I am careful to look through my grain for any little bits of stuff that would jam up my mill, just like sorting dried beans. I use a sorting tray I got to sort screws and bolts and such, and it works great.
I have taken to weighing my ingredients, and developed a Bread Weight Conversion spreadsheet to help make the conversions. Feel free to download it. I use the same amount of milled flour, by weight, as I would bagged flour. It may be my imagination, but when I first mix it, it seems a bit wetter, but as it sits the flour seems to hydrate and it ends up fine.
In my first foray beyond basic whole wheat flour, I milled some rye, to make the HB in 5 Whole Grain Rye (page 113 et seq). I have made this bread before, and I like it a lot. It was even better with my own milled flour. I first made some English muffins (see how I do English Muffins) because I like them and I can freeze them for breakfasts.
Then, because I wanted to make sandwiches, I made sort of a cross between a foccacia and a weck roll. Larger than a bun, spritzed with olive oil, and topped with salt and caraway seeds. They were great.
So, as I said at the beginning, my milling is so far, so good. I will let you know how things go from time to time.