Welcome to the club!
Though, I am also very new to home grinding. I recently purchased a Wondermill and love it! Though I can run most beans through it, I have hit a snag w/ chickpeas but am contacting the manufacturer about it.
Re: sourcing grain, I am not familiar with the numerous resources available out West (you are a lot closer to where they grow 90% of the US's grain than I am), but I have had success with getting linked up w/ a United Natural Food Co-op in my area. I am not sure about what buying clubs they have in CO, but it never hurts to ask.
http://www.unitedbuyingclubs.com/RESOURCES/FABC/FABC_Home.htm
Also, I know Walton Feed out of Idaho does a brisk business here with some other home grinders. www.waltonfeed.com The person who coordinates buying here usually gets a large enough order from folks so she's able to have it delivered vs paying UPS or USPS shipping rate (that would smart on a 50# bag of wheatberries!).
If you email the folks at Walton, they may already have someone in your area who orders from them on a regular basis.
I have had success with regular hard red winter wheat for bread and other quick bread recipes. It is one of the easier grains to work with (especially for bread) and the most common to buy. And honestly, I have not gotten to the point yet where I have experimented with other varieties of wheat, some of which are hard to come by in Alabama.
Though I am still mastering all things bread, I did recently try (and succeeded at) a delicious combination for pancakes. This can fit any recipe with the usual wet and other dry ingredients. I use 1/2 of all grain as wheat, 1/4 oat groats and 1/4 corn. It is delicious and the corn gives it just a slight texture of chewy/crunchiness but they still turn out light and fluffy depending on what recipe you use.
In case you aren't familiar w/ this book, I strongly recommend you read or own "Recipes from the old mill: baking w/ whole grains" by Sarah Myers. Though not specifically written for "home grinders", this book has numerous recipes for misc grains i.e a chapter each on wheat, corn, rye, buckwheat and others. Your local library may have it or a friend's whose public library may be bigger than your home one. ISBN-10: 1561481769
Hope this was somewhat helpful and that I didn't give you information that you didn't already know.
Happy trails on your home grinding journey!
Scott

I've been ordering my grains and beans from Vitamin Cottage. The prices in large quantities are comparable to co-ops and it's really easy to order. There's one in Northglenn and one in Arvada. Just call and ask for the 50 lb. bag. I get Prairie Gold, but they carry the other Wheat Montana Farms wheats also, along with beans and rice, etc.

The great thing is that you don't have to belong to a co-op, you just order by phone whenever you want and pick it up the next week, usually.

Here is a link that might be useful: Store Locations