I have been roasting my own coffee for several years now. Both Jenni and myself far prefer this coffee to anything else (Starbucks' charcoals nearly make me gag). Last week, my Fresh Roast 8 coffee roaster stopped working. I had known that you can use a hot air popcorn popper for this purpose (that is all the Fresh Roast 8 basically is). So I used our popper to roast some beans. Viola! It was great.
I highly recommend roasting your own coffee. Sweet Marias is a website that is a great source of information on roasting coffee. They sell green beans (raw coffee beans) as well as diverse supplies. They have an instruction sheet on roasting your own beans (including using the hot air popcorn popper). If you use this method, note that their is a good bit of smoke (which smells good but will set off your smoke alarm) and a good bit of chaff. You will want to roast outside. You can also buy roasters from them (at as good a price as anywhere else). Someday, I hope to buy this. They have a great selection of green beans (I suggest you start with this). My personal favorite is Costa Rican. They tend to be light and fruity. I also like anything from Central or South America, and an island (i.e. Puerto Rica, Papua New Guinea, Dominican Republic) is good. If you want to go fancy (and expensive) go with Jamaica or Hawaii.
The prices at Sweet Maria's are not bad. For some less expensive (and less choices) go with Burman coffee. With either choice, you can expect to pay $6 to $9 per pound (including shipping). You cannot get gourmet coffee for those prices, and home roasted is better than any gourmet I have tasted.
If you live in Denver, you can get green coffee from Kaladi Brother's Coffee. They are located on Evans right next to DU. You may have to visit the store to order. Their prices are around $7 per pound. They are a great coffee shop, and you get a free coffee when you buy green beans.
That is all for now. Contact me if you want more information.