For our first few years of marriage, we used old stone electric wheat grinders that we found at thrift stores or that people didn't use so they gave to us--and we went through about three of them. We were grateful to have something to grind our wheat with, but all of these machines had their setbacks. One was even so messy I had to grind wheat outside on the front porch so as not to end up with an entirely floured kitchen! And one, though I could set it to many levels of courseness, did not grind flour fine enough for our liking. Another disadvantage of these machines was simply the fact that they were stone grinders, which heat up with the friction and thereby heat the wheat, diminishing its nutritional value. I have also read that stone grinders are bound with aluminum oxide, which isn't necessarily something we we want to ingest. And, stone grinders are very heavy (20-30 lbs) and bulky and therefore more difficult to use. Fortunately, by the time I became fed up with our current stone grinder, we were in a position to buy a new electric non-stone grinder, like the one in this picture.
There are many types of wheat grinders out there (my mother uses a different kind than I do) that can be purchased new or used, but I have been very pleased with this one. It is a KitchenMill made by K-Tec and is reasonably priced. It produces high quality flour quickly and the whole thing only weighs 8 lbs! This site has an excellent description of the machine and its advantages, as well as other helpful and interesting information about grinding your own flour.