It's no secret by this point that I love baking with almond flour. There are mixed feelings about baking in different circles within the paleo-/ancestral-diet community, but I really don't see a problem with it so long as I'm not doing it every day and I use healthy ingredients. (So there.) Most of the flour used is either coconut or almond; both have their benefits. I prefer almond flour for most occasions, but muffin for muffin it tends to be more expensive. (You use so little coconut flour in recipes that a bag of it lasts forever.)
When I first came across almond flour in baking it was via Elana's Pantry. She advocates using blanched almond flour from either JK Gourmet or Honeyville. While I don't argue that it's generally nicer to use those brands of almond flour, it is pretty expensive. If you use her recipes--which I do all the time--you deal with her specifications. And when she says other brands won't work, she's right. But it's not because they really won't work--it's that the way those brands of blanched almond flour measure out by volume there's no way you'll get the correct amount of flour from one cup of Bob's Red Mill almond meal. Enter baking by weight (again). Baking by weight ensures correct measurement. 1/4 cup Honeyville almond flour is about 1 ounce (28 grams); 1/4 cup Bob's Red Mill almond meal is almost definitely not 28 grams. If you spoon the flour into the cups, you'll get a very different result than if you scoop it out of the bag. Bake by weight and you can use whatever flour you want.
So which flour to use? I don't generally use Bob's Red Mill almond meal, because it's not ground as fine as the JK Gourmet and Honeyville flours--and it costs more per pound. I spend about $6/lb for Honeyville and $8/lb for JK Gourmet when I get them, but BRM costs me $10-$11 at the grocery store. Yikes. But my dear readers, there are two solutions to this problem: You can make your own almond flour with leftover pulp from a batch of almond milk, dehydrated in the oven and then ground to a fine powder, or you can buy almond meal at Trader Joe's for less than $4 a pound. Yep. That's less than a pound of whole almonds. It's not blanched, but if you're on a budget and still want to bake grain free, TJ's is your friend. If the color of your baked goods absolutely has to be creamy white, buy Honeyville in bulk. But if you're not making a vanilla cake or something else that requires a pale color, just get the cheap stuff already. But recognize, if you do, that you can no longer afford to bake by volume. It just won't work consistently. (Trust me, I've made that mistake.)