I've thought about getting a mill, but for several reasons, it keeps getting passed up. For one, I don't have enough room currently in my brewing area for it to keep the mill, and store extra grain. The biggest reason, though, is because I feel like I get a pretty good deal currently with my LHBS. I pay 38.99 for a "virtual" bag of 50 lbs. I can mix and match basic base malts of Pale, 2-row, Wheat, Vienna, Munich and a couple more. They keep track of how much I've used, and I get to go in and grind my grain when I'm ready to brew. It keeps things pretty simple.
I'd say my next purchase is adding an element to my third kettle, so I can do double batches. That or I'd get a couple of conicals, but I really don't want to spend $600+ for half barrel conicals at the moment.