I have been Roasting most of my own grains now for two years. After reading this site/book, I decided to take the plunge.
Wow, it is easy! All you need is a nice iron skillet 
( I also use a flat baking tray with 1″ sides for large batches ) and some grains. I buy 50# sacks from my local group buys. Find a group buy on HomeBrewTalk.com.
Experiment with the different styles. Making a light roast , such as amber malt, takes 30 minutes. Then move on to some Crystal malts.