One of the easiest ways to begin roasting at home is to purchase an old air popper popcorn machine.  They can be had on ebay for a couple of bucks, and are very reliable and nearly fool proof for roasting coffee.

Another tried and true method, though not quite as effective is to roast coffee on a frying pan.  I have never tried this method myself, though I have sampled the results and found them quite good for such a low tech method.