For dessert type things, yes, usually.
Checkout the recipes at Elana's Pantry for a slew of good tips and ideas.
... but remember: a gluten free dessert may be less damaging than a gluten dessert, but it's still dessert!
You can't directly substitute almond or coconut flour into a traditional baking recipe and expect it to work right. Nut and coconut flours have very different properties than grain flours. I do second the suggestion to check out Elana's Pantry, though for her older recipes you'll probably want to substitute honey for the agave nectar she calls for.
Hey, there are a few other good spots as well and the civilised caveman site has a some great recipes for treats and not all flour based as well (try the avocado chocolate mouse & apple pie bars).
If you do a lot of baking as well the nut flour can give you too much omega 6 so it's worth checking out some other safe paleo flours like tapioca and plantain. More details here.
You can use Xanthan gum & Guar gum as a flour substitute. Please refer to the link which I posted.
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