Randy -- I avoid the Evil Green Mermaid like the plague. $tarbuck$ is to coffee like McDonalds is to hamburgers -- there's a vague resemblance, but not enough to make you want to go back. Ew.
Beans -- My room-mate got me started on Caribou Coffee beans. I've found the Fireside Blend works well for me. CCM (ccmcoffee.com) also does pretty well. I refuse to spend $30/lb on Illy beans. I will not buy from the local grocery store, as I find the beans to be stale before I even open the bag -- yes, you can tell the difference in flavor between fresh and stale beans. No, I don't roast my own, though it's an awesome idea.
Stevo -- yes, I do need to get out more ... to work on my Porsche.
(sigh) In all seriousness, I just asked a girl out (at the photography shop, of all places), and was rejected. Thanks for the reminder, you jerk. (TiC, smirk)
Quiet Boom -- I believe it's quite possible to build your own machine from scratch, though it's liable to be just as expensive, if not more so, than buying a good quality machine. You could use an E-61 grouphead and a dual-boiler design, not to mention the fact that you could pick as big of a boiler as money allowed. I designed (didn't build, just designed) a really nice espresso machine based on a '78 VW Vanagon block. Espresso is really quite simple, once you understand the engineering.
Seriously, if you want to build your own, we can go that direction. Steam can be expensive, and so is a pump. If you want really good steam, like Randy points out, nuclear power really is the best answer (joking). E-61 groupheads don't exactly grow on trees either. Neither do solenoid valves. I'd be happy to tell you everything I know on the topic, though -- what knowledge are you looking for?
Dan