Do you have your own mill? Otherwise you're going to have to go to Homebrew in Paradise to mill your grain anyways, so no point in storing it. But if you buy in bulk and have a mill, many people store unmilled grain in food safe air tight containers, that are used to store things like dog food. Like this http://www.petsmart.com/product/inde...ductId=2811537
Or if I recall, Mike just keeps things like his specialty grains in buckets with lids, so some Homer buckets from home depot would do the trick as well.
That would keep the cockroaches, geckos, stray chickens, mongooses, and moisture out.