I have no affiliation with them, but I have bought from them a couple of times. It took me a while to find them and so, I thought I'd let the world know. The place is called Terra Cafe.
Their roasted coffee is ok and priced reasonably, but they're one of the only places I've been able to find retail green beans for a reasonable price. And they're right here in the city (Ahuntsic-Cartierville, to be exact) so you can go pick it up instead of paying for shipping.
What do you do with green beans, you ask? You roast them yourself any number of ways. On the cheap side, you can do it in your oven, in an old air popper popcorn maker -- or my favourite, in a whirley-pop popcorn maker.
There are also more expensive home coffee roasting devices.
There's also a subverse dedicated to coffee roasting: /v/roasting
If you don't like terracaf, there's also a place called greenbeanery.ca in Toronto and the grand daddy of all the roasting sites, Sweet Maria's in the US.