Most of the almond flours you'll find at the store are made with blanched almonds. I didn't really want to blanch any almonds, so I just used raw almonds with the skins on. This results in a little bit darker of a flour, but it'll still work just as well.
The key in making almond flour is sifting - lots and lots of sifting - to ensure that it's fine enough to use as a flour. While I was processing, sifting, and processing again, it got to a point where it just didn't seem like it would get any finer, and it began to stick together. At this point, I took what was left still slightly chunky, toasted it, and made almond butter. If you want to keep trying to get it finer, go right ahead; I was quite happy with getting two things out of one project. I love almond butter.
I'll include the amounts I used in the instructions below, but you can really use as many almonds as you want, as long as your food processor can fit it. This is definitely a much cheaper almond flour - you only need to buy some almonds! And it's really easy, as long as you don't mind sifting! I thought it was rather therapeutic, really.
Make Your Own Almond Flour
3 cups almonds (or any amount)
In a food processor, pulse the almonds until into fine crumbs. Over a large bowl, sift the almond flour so you only get the fine powder from the chunks. Pour the remaining chunks of almonds into a medium bowl. Continue sifting the remaining almonds from the food processor.
Once done sifting, take the medium bowl full of chunks, and pulse it again in the food processor (about 10-20 seconds). Sift again. Repeat the processing/sifting process until you've sifted through all of the almonds. Store in the refrigerator in an airtight container.
If you're impatient like I am, and you just don't think it's going to process any finer (I had about one cup of crumbs at this point), make almond butter with the remaining chunky almonds.