This device is not needed in most kitchens, but is essential to some
"natural foods" enthusiasts, and to culinary explorers. There
are many grain mills on the market to serve various needs. I chose the
one in the photo because I have a powerful KitchenAid stand mixer to
drive it. There are stand-alone electric mills and hand cranked mills
of varying quality and capacity.
The unit in the photo is quite satisfactory. My 40 year old KitchenAid grain grinder was not - it didn't grind fine enough. While you can't expect a home mill to grind as fine as commercial flour (that is made using powerful roller mills), you do need reasonably fine. Some Coffee Grinders can grind fine enough for very small batches.
Caution: For a unit like the one pictured, before you use it, turn it to the finest setting and see if you can turn the stem by hand. If not, back it off a notch or you may damage your mixer. Also, take it apart and clean the burrs with cleanser, as they are probably coated with oil, and grinding grain uncleaned will jam it all up.
More on Kitchen Equipment.