It is not difficult (although I occasionally over- or underroast a batch) and great fun. Green beans keep for a long time (at least a year) so it is easy to buy in bulk, which is cheaper. Also, I'm never out of coffee....
They’re not super cheap, but in the order of the price of a good grinder or coffee machine and confer enough cost savings to be worth it longer term.
I started with a popcorn roaster I bought second-hand for €10. Those work already surprisingly well, but will spread chaff (the thin membrane around the bean) around the house.
Then I graduated to a simple roaster (aorund €100) , which basically does the same thing (blowing hot air upwards through the beans) but with a chaff filter, and allows for larger batches.
Now I use the Gene Café, which stil uses the same principle (hot air) but has a rotating drum and lets you regulate the temperature.
Most roasters have a timer, but I never use it, it is important to stay around and look at (and smell) the beans. The whole process takes at most 20 minutes.
Googling for "best home coffee roaster" will tell you all you need to know, and then some.