I'm in St. Louis, so much of my coffee drinking is from one of our local roasters Kaldi's Coffee. I mostly only buy from them, because as a newish drinker of finer coffee, from week to week I'm trying different styles and am familiar with how they roast, and their brewing suggestions. I was buying from multiple local roasters initially, but I found, for instance, the way that Kaldi's roasted their Sumatra differed wildly from the Sumatra from another local shop Shaw Coffee House. Where I really enjoyed the Kaldi's, Shaw was just ok.
I make this point for two reasons...one...find a roaster and try all kinds of coffee. It's a lot of fun, and sometimes you're just blown away with how much flavor some coffees have...maybe even ones that you weren't sure you'd enjoy.
Lastly, I just had my first cup Guatemalan Antigua from Kaldi's this morning. It was incredible. I don't typically like these medium body roasts, but this one was so smooth and packed with flavor that I'm already looking forward to tomorrows brew.
Definitely invest in a burr grinder and start buying whole beans from a local roaster if you've got one, or someplace that will ship if not. kaldi's ships for sure. I know there's a really great roaster in Kansas City that also has a very wide selection and ships as well....plus...obviously there are a ton more that ship on here. I just signed up today though, so I haven't had much chance to look around as of yet.