The answers to those questions are mostly because I prefer to and much better.
I started roasting my own coffee back in May 2009, I initially started due to the lack of good coffee beans in my local area, and secondly because we tend to do a lot of things from scratch here at home and prefer so.
The first batch I did was in an unmodified popcorn maker bought specifically for the purpose. The beans were from my local brewing shop and the roast lasted 5 minutes.
It was fantastic to finally be able to roast my own. Did they taste good? Sure they did, and I continued using my popper until November that year when I finally got everything together for my Corretto roaster.
The Corretto roaster (named after the person who pioneered the method) uses a bread maker to agitate the beans and a heat gun to apply heat. By adjusting the heat gun height and angle you can control the temperature.
Since turning to this method I have found my roasts greatly improved. I’m now enjoying longer roasts moving from 3-5 minutes to 12-16 minutes.
I buy all my beans from Coffeesnobs, a forum full of information all about coffee featuring a retail portion with a large assortment of different beans with new ones imported monthly.
There are many different methods of roasting your own coffee at home and this one among others can be quite inexpensive although you can buy purpose made equipment. If you want to go that way decent quality roasters will set you back the best part of $1000.