Ha, ha! I was just eyeballing a bags of almond flour for mail order, and gave up after a few minutes of comparing prices. I've yet to find that coconut and almond flour are necessities. I don't know if my fears about oxidation with the oils in almond flour being cooked for 20-50 minutes in a medium to high heat oven are founded, but it has occurred to me. Trader Joe's has Almond Meal, that I believe is close to the same price per pound as the regular almonds, I've used it to make muffins before with success, certainly not a flour texture, but it holds things together.
Coconut flour though more temperature stable, can be tricky for baking pastries that aren't too dry. In a pinch, like in the case of wheat-free pancakes, I've been pretty happy with both white rice flour and tapioca flour (both are amazingly high glycemic foods though, so if you are trying to lose weight maybe not the best ideas either).
Wheat flour, especially modern wheat flour of the Triticum aestivum dwarf mutant variety that you will encounter in pretty much every flour bag in the US and the UK unless you search out ancient strains of wheat, is a modern laboratory derived hybridization dating back only to the 1970's, and because of substantial chromosomal differences between that and older wheat varieties, it is seriously suspect in my book as to whether it can be consumed safely. Here's a nifty article about it: http://www.trackyourplaque.com/blog/2010/12/put-lipstick-on-a-dwarf.html
That said, if you have sensitivities to wheat, even the ancient strains can still be quite problematic going through the ol' gut, at least they have been for me. And in spite of all that, I will still eat croissants if I find myself in a good French bakery, which luckily doesn't happen more than a few times per year.
I've been having fun messing around with baking recipes that require little to no need for flour. Egg leavened dark chocolate souffle made with just a little rice or tapioca flour comes out super tasty. Oven pancake made with pureed banana, sweet potato, or pumpkin doesn't really even need flour. Muffins can be held together with shredded zucchini or the above purees too. As long as there is egg and some starch for it to bind to things seem to be sticking together.
I'm just now getting back into the idea of baking with paleoish ingredients after having taken a hiatus from baking anything. I felt like I needed to adapt to a whole new paradigm of cooking early on and baked goods distracted from fully making that leap. For others I think it can bridge the gap and make the transition go more smoothly, it all depends on your style.