I get ground almonds from the supermarket, in the baking/flour section. The supermarket version is more finely ground than doing it yourself, and more similar to wheat flour. Home ground will taste fresher and more textured. If you grind your own, you can do it in a food processor, but don't go too far or the flour will become oily and eventually turn into almond butter. I sometimes do it twice, once pulsing in the food processor, then again in the coffee grinder.