I buy all my grain crushed but it is crushed on the day I order it so I know exactly how old it is.
I usually get through the Pale Malt within 3 months, but some of the speciality grains I can have laying around for at least a year.
I really haven't noticed any difference between fresh crushed grains and grains that are a few months old.
It's not like coffee where once you grind it you release the oils and it dries out. And yes, I grind my own coffee a few seconds before making an Espresso with it. :) I like coffee.