The best way to get good, fresh, cheap coffee the way you like it is to roast your own coffee beans.
Unroasted coffee beans are easy to buy online or from local suppliers and much much cheaper than at the grocery store. Unroasted beans stored in decent conditions will usually last a year at least. If you just want a small amount, try going to that local Coffeehouse known for roasting their own -- they'll probably sell you some.
Anything -- from a cast-iron skillet to a popcorn popper to a several-hundred dollar coffee roaster can be used to roast beans.
Roasting is messy business. Lots of smoke is produced, and when the beans crack, they produce lots of chaff. At least open up a window or something.
I recommend starting out with a cast-iron skillet. The roasted beans will be a somewhat unevenly browned -- but when you grind them, they'll average out and produce a fine brew.
- Sort through your beans and remove any abnormal ones (optional).
- Wash and dry the skillet thoroughly.
- Place the skillet on your stove on a low heat, and toss the beans in. Start small.
- Stir the beans continuously.
- After a few minutes, the beans will start to crack. This is the first crack. You can stop the roast anytime after this. If you stop as this is happening, you'll have either a Cinnamon roast or if you wait a little, you'll have a Light roast.
- Halfway between the first and second cracks is called a City roast.
- Stop the roast when the beans are slightly lighter than desired. Pour them into something large and aerated if possible -- a colander works good for this.
- If you keep roasting, four or so minutes after the first crack, you'll hear the second crack. As this is just starting, you have Full City roast. After this, the beans are either a French, Dark French, or some horridly charred thing more akin to charcoal.
- When you're done, take the roasted beans outdoors and pour them between two large bowls in hope that the chaff will be blown away.
- Congratulations! You have fresh coffee beans! It's best to store them in airtight glass containers and use them within about a week.
Practice and experience are very important in roasting. You'll get much better as you go. And chances are, you'll end up with a much fresher morning cup of Joe, shot of espresso, or what have you.