Has anybody here tried growing free range wheat? If so, what were your
experiences?

Free range as opposed to caged?

As for growing wheat, you need a lot of acreage to get a bag of flour.
And the processing is more complicated than with, say, maize.

Then there are ornamental wheats:
http://www.southernexposure.com/productlist/OWHEA.html

I don't know, why wheat?