The simplest way is to use a cast iron pot or frying pan over an outdoor hot plate or propane burner. The smoke is pretty obnoxious smelling so don't try it inside. For this demo. I used the side burner on my gas BBQ.
Fill the pot/pan up with 2 +/- cups of green coffee beans. I buy mine from the coffee project in CA. They usually have the lowest prices and a good selection.http://coffeeproject.com
The pot needs to placed on the burner on high to get it up to 375-400 degrees (F). Use a wooden spoon since plastic will melt. Start stirring the beans just like you would with stir frying.
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In about 7-10 minutes the beans will start carmelizing and smoking, keep stirring and use a small fan to blow the smoke away. After 10-12 minutes the beans will start making a cracking sound, this is referred to as "first crack" and the beans will be at a light to med roast in color.
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Depending on your heat source the beans will continue to roast and get darker. It is important to keep stirring them so the heat is distributed evenly.
I like dark roast which takes 20-25 minutes on a hotplate. When they get to just under your desired color take them off the heat since they will continue to roast. At this point they will begin cracking again which is the second crack.
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You should dump them into a stainless steel mixing bowl and spray them with cold water to stop the roast and cool them down now. After the beans have cooled they need to be de-chaffed. I use a small clip-on fan and pour the beans from one container into another one letting the fan blow the light chaff away. This is another good reason to do it outside since the chaff is very messy.
When the beans have been de-chaffed they can be stored in an airtight container at room temp. and are ready to be ground for that first pot of java. The taste and smell is out of this world compared to that old oxidized stuff that has been sitting in the bulk bins at your local grocery stores for god knows how long.
The Coffee project also carries roasters and mylar gas valve bags which are great ways to give fresh roasted beans as gifts or to mail them.
I like to roast two pounds at a time so I built a stainless steel drum that slides onto the rotiserie skewer. It has a chaff window with 1/4" steel mesh on one side and a latching door on the other. It goes onto the skewer and the motor turns it while roasting. The drum can easily be slid off so I can still put a shank of meat on it.
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I really like Jamaica Blue MOuntain coffee but it is over $30 a Lbs. If you roast your own the beans are around $25 per Lbs. You also get more choices of beans then most stores offer not to mention getting the exact color of roast you like.