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growing grains on a small scale can work very well, and
when I was sold on the idea of growing grains,
I found it very hard to get seeds in a non agriculture area,
so here is where I ended up finding them

bountiful gardens has many grain seeds,
my favorites are mostly on page 2,

I grew one plant of this sorghum and it did very very well
I tend to think sorghum is under used as a home garden grain.

johnnys has a grain section and a field corn section

seeds of change has the hulless oats and some others that are good,

large amounts of good corn seed can be got a few places
http://www.openpollinated.com/
http://cropsusa.com/products.aspx

lots of neat native corn at native seeds/search
they also have a few wheat types
and some sorghum types

and don't forget that Kusa has some amazing and rare seeds
http://www.ancientcerealgrains.org/