The first ingredient I want to discuss is almond flour, sometimes also called almond meal. It's exactly what it sounds like - blanched almonds (i.e. with the outer skins removed) are ground into a fine meal.
Why the heck would we want to do that?
Well, the first rule of paleo (...is that you don't talk about paleo! Oops, sorry, wrong movie!) is that you can't have any grains. This includes wheat. This means that starch is, as they say, "right out". But, having grown up on a steady diet of baked goods, I'm not ready or willing to give up muffins, cakes, pies, or pancakes just yet. And this is where almond flour comes in - with it, you can make incredibly dense, sweet, moist baked goods - and I promise you'll see recipes featuring this ingredient in the near future.
The only problem with almond flour is that it can be quite expensive. The ideal (from a price perspective anyway) would be to have your own almond tree, so you could harvest, shell, blanch, peel, and grind your own almonds. (If you can go this route, just be careful not to grind the almonds too much, or you'll end up with almond butter, which is delicious, but doesn't make good muffins in itself.) That's also a lot of work. Fortunately, many "bulk" stores (or the bulk sections of many grocery stores) do typically carry almond flour, but you should understand and expect a bit of "sticker shock". Here in Toronto, Canada, where my kitchen-cave is located, we typically pay $20 (Canadian dollars) for a bag containing around 4 or 5 cups of almond flour - and we go through almost that much a week.
One more thing about almond flour - it's not "real" flour, and because of this it doesn't form rigid structures when heat is applied. You're not going to get a crusty French bread using it. It also can't be used to thicken soups or sauces. On the other hand, it doesn't contain gluten (which causes a lot of problems for some people), and it's high in protein (thus filling you up more quickly) and low in simple starches (which can play havoc with blood sugar, among other things).