Capresso Infinity is a nice grinder at a decent price. Conical burr, ceramic, what I picked up. I got it from an online housewares place, I believe it's a site affiliated with Amazon.
Bodhi Leaf is where I buy beans. They run a sale every Tuesday on some bean or another, all that I've tried have been good. The trick is buy 4 - 5 lb at a time, since base shipping cost is about $6.50. Everything I've gotten from them has run $5 - $6/lb including shipping.
Old style mason jars work great for storing roasted beans, the kind with the rubber top and snapping hinge.
Air is roasted coffee's enemy. I'll store ground coffee in a smaller mason jar to bring to camp.
You can do a second filter on the cold brew, a fine stainless mesh, though if you have a nice coarse grind the hemp bags should do great. Me, I'm fine with the little bit of sediment that I get at the bottom of a pitcher.
Lots of options on the actual roasting. I use a small batch air roaster, some folks modify an air corn popper. Others use a drum.
For cold brew you generally want a relatively light roast, city or full city. A little oil sheen is cool, but not totally black and oily.
Cooling after roasting is important. I use a simple table top box fan blowing into a colander with the beans. The idea is to get them close to room temp in 4 or 5 minutes, so they don't keep cooking.
(Sorry for the long post

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