There are tons of gourmet beans available at Whole Foods and similar stores. Do these beans taste significantly better than lower priced, more generic types? Which matters more, the bean or the brewing method?
As a general rule, buy your coffee directly from a roaster. This way you buy the freshest beans, and directly from the source. They can always recommend you beans if you are unsure.
Sometimes we think that coffee beans are too expensive. In a way they are, but in my opinion, it always depends on your budget. If you are scrambling to pay your monthly bills, a coffee no matter how good it is, will not taste god if you need to pay $30 per pound. If you have the means though, the price is totally worth it.