It's a fact: fresh-roasted coffee beans are better than something that was made a month ago and sealed. However, these fresh beans are more expensive and harder to come by.
This ceramic coffee bean roaster has been getting some great reviews, mainly based on the simplicity. Just load your un-roasted beans (Amazon has a bunch to choose from), and roast them on your stovetop like you would popcorn.
Here's a video of the coffee roaster in action: