I also try to buy locally to support local business, but the best coffee roasters are simply not where I live. I feel guilty shipping coffee to my location (environmental cost and all of that) but I figure that's my one sin.
I've had some great coffee in London so I know there are fantastic roasters around there Isles.
Oh, yes.
Well, I have no problem (squaring guilt etc) with ordering in coffee by mail from abroad; a small pleasure when put against much else. And I will happily pay for good coffee.
Where my mother lives, the best local roasters have only been open for a few years, but - thanks to this forum - some very good companies from the US had been recommended until I discovered The Ethiopian Coffee Company - who were always eager to discuss the merits and comparisons of their different coffees over the phone before I'd place an order.