First of all, grains don't have to be intimidating. Just take one you've never heard of, look up how to cook it (if you can make rice, you can cook grains), and enjoy! If you have a store nearby that sells food in bulk bins, even better! Just grab a trial amount so you don't waste your money. And for a hard to find grain, opt for an ethnic market rather than the "ethnic" section of the grocery store. Not only will you save money, you'll also have fun looking at all the foods you've never seen before, getting to ask the people who work or shop there what to do with them!
Now on to the info. Here is a handy description of various grains and what to do with them: http://www.101cookbooks.com/archives/a-few-favorite-grains-recipe.html
For a brief glossary, see here: http://www.foodsubs.com/FGGrains.html
For a very detailed description of each grain (or any food, for that matter), use http://www.whfoods.com/
Now on to some of my favorite recipes!
Plain BROWN RICE. Best brown rice method hands down. No more mushy or undercooked brown rice!
If you're wanting to try a new grain but aren't sure if you'll like it, try adding it to brown rice. Or try this recipe that uses five grains (or four or three, depending on what you have and/or like). I once made a large batch and froze the leftovers for later use. Boy did the leftovers come in handy for quick weeknight meals (stir fry, anyone?).
My favorite grain is probably quinoa. Ah, quinoa. I've blogged about it before here. It's also delicious served with grilled zucchini and pork. My favorite seasoning for it has to be cumin. Also, I've recently discovered that I prefer a longer cooking time than what most packages indicate (25 minutes instead of 10 of 15). Beyond the usual applications, I absolutely love this creative and mouthwatering delicious Quinoa Skillet bread. If you try it, be warned that it comes out better when you measure by weight (ounces, grams) rather than volume (cups, pints).
If making bread is up your ally, I highly recommend Peter Reinhart's Multigrain Bread Extraordinare. An almost pompous sounding title, I know, but this loaf from his book, The Bread Baker's Apprentice, is the best multigrain bread I've ever tasted. Really. It uses brown rice, oats, bran, and your choice of coarse corn meal, amaranth, millet, or quinoa. Google the name of the bread and you're sure to find a recipe (or get your hands on a copy of the fantastic resource that is the Baker's Apprentice).
And finally, let me add something about oats. I have fallen in love with quick-cooking steel oats. I much prefer the texture to rolled oats. That's not to say that one couldn't enjoy both. If you want to try something new in the oat department, try steel cut, and preferably quick cooking since they take longer to cook than rolled oats. Here is a decadent way to use them: http://delicioushouse.blogspot.com/2010/01/toasted-maple-nut-steel-cut-irish.html
You can use any nuts you have on hand. I also like to add fresh or dried fruit, especially raisins, dried cranberries, apples, apricots, etc. Have fun mixing and matching nuts, fruits, sweeteners (honey, agave, maple syrup).