Why roast your own coffee anyway?
The primary reason most people roast is because they want the freshness that's available only when they roast their own.
When you buy pre-roasted beans, you hardly ever know the actual date they were roasted. Sure, the coffee might have been roasted as recently as 2 days... but 2 weeks, 2 months, or even longer is usually a more reasonable guess.
But just how is "fresh" defined? That's really the $64,000 question. Depending on who you ask, what variety of coffee you're talking about, the degree of roast, and what its ultimate purpose is, you may get answers ranging from "as soon as it's cool from roasting" to "sure, it's still good a few months after roasting." Some have simply defined "fresh" as "not stale." Most people do detect a noticeable staling of roasted beans after 10 to 14 days.
Probably the next most significant reason for home-roasting is control over the degree of roast, and indeed, over the process itself. Perhaps the store where you buy your pre-roast carries Kenyan AA at a Vienna roast, but you prefer it at Full City, or maybe you'd prefer it if they roasted their Guatemalan Antigua to Vienna instead of the French Roast they carry. Maybe you like a particular roast method over another, or a particular roast profile.
There are so many variables in roasting even a single varietal that it's just impossible for any one store to pre-roast to everyone's taste.
Roasting with a Salton-type hot air popper
There are easily a couple hundred distinct coffee growing regions... each with its own subtle flavor nuances. By ordering green coffee beans and roasting your own, you can sample a much wider variety than you could ever hope to by sticking with pre-roasted.
In addition, buying green beans allows you to build up your own collection of exotic coffees, much as one might build a wine cellar. Green coffee beans can easily be kept fresh for two years, and under ideal conditions (70% humidity, <70°F), can reportedly even be kept several years with minimal flavor loss.
Conventional wisdom is that, for long term storage, beans should be kept in a breathable material (like burlap) so there can be no chance of condensation. Preliminary experiments indicate that plastic keeps green coffee fresher, but with the caveat that they be stored in a more or less stable environment. More experiments are ongoing, and there's much more to learn about coffee storage than simple "conventional wisdom."
Once you become familiar with the flavor profiles of various coffees, you may want to try your hand at blending. All the previously mentioned shortcomings of pre-roasted of course also apply to any blends you concoct using pre-roasted. The only way to truly manifest your creativity in a personal blend is to start with fresh ingredients.
And last, but not least, you can usually buy green coffee beans for less than half the price of the same coffee pre-roasted.