I've been milling my own flour for a few months with a L'Equip Vitalmill. I purchased 25# of hard red wheat berries from the LDS Home Storage Center, it's hard to beat their price... but not the quality.
At first I was leaving it 100% whole grain but was having a lot of trouble getting a good rise for my breads, so I've started filtering it. I bought a $7 filter from H-Mart that catches all the larger bran pieces, the smaller bran and the rest of the wheat passes, but I have no idea of the filter size.
I recently made a focaccia with home-milled kamut and farro (both Bob's red mill brand).
As David mentioned, the flavor is remarkable. It has the sweetness that whole wheat breads sometimes have but without any bitterness that WW can have. The smell of the fresh-milled flour is great, very sweet, and it all comes out in the final product.