In the past most people would roast their own coffee which was bought green.
First challenge then is to find a place which sells quality green coffee for a reasonable cost.
Second challenge but this is really where the fun begins... experimenting with few simple roasting methods (stove top roaster, hot air popcorn popper, just a mesh basket on top of an open fire...).
There are many advantages to this:
You get to roast to the degree you want from lighter to darker;
Just roast enough which you would use in seven to ten days;
Green coffee could stays fresh for much longer than roasted coffee;
Green coffee cost is typically far less than specialty roasted coffee (the one which has the roast date printed on the bag);
Depending on your source for green coffee, you may have more choice of cultivars/origins.
And finally, after you roast your first batch, don't grind and use right away. Leave it for few days (3-5) and then grind just what you will use to prepare your coffee.
So many coffees so little time ;D