I probably did it the hard way, but have certainly learned alot...
My wife owns an art gallery, and this year we decided to add a coffee bar. Well, as I had been a home roaster for awhile, we decided to go whole hog and roast our own coffee for our shop. Not wanting to spend alot of money, and being an engineer (in a past job) myself I settled on an old Otto Swadlo roaster that is basically a 3-4 kg cast iron machine, similar to Probat, mechanically it is in very good shape. I installed myself, upgraded the burner and controls, installed good 2100 degree exhaust ducting and took it to above roof level to avoid odor issues with neighbors. Net result, we are getting some very good coffee roasting results, and are getting very good feedback from customers, who really appreciate the fresh roast approach.
Our shop is in a small town, so for us we did not have to go through alot of red tape to install and open up. Basically, the city engineer approved the installation and my insurance company has insured the operation. Our small town really wanted our business to open, and hence has been a great help. (the city engineer even went to discuss with our landlord to assure him that the design and installation met local codes are were done correctly). My biggest piece of advice to you is to begin talking early and often with your town officials so that everyone knows exactly what you are doing and also that you know what approvals are required. This could be your biggest issue. Also, make sure you install safely.
Good Luck,
John