Whole almonds work fine for grinding too - that's what I use. Once in a while if I can get to a big chain low-cost grocery store or a Wal-Mart, where they tend to sell things in bulk, I can get a relatively big bag of almonds for a decent price (say, 900g for $7-8?) and I just grind what I need at home. Only difference is they tend to come with the little "skins" still on so the ground flour looks a bit browner but tastes and bakes up the same as far as I know.
But of course with the drought in California I expect those prices are going to go up a bit.