Having tried the pan/stir method as well as the oven and the popcorn maker ones, I'd tend to lean towards the fact that the heatgun's the best method (that maybe simply because that's the only one I haven't tried!
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A popcorn maker is pretty cheap to get but you can only roast 80g at a time without mods, and need further modding (there's a help page for that somewhere on the site) if you want to be able not to charcoal your beans in 6 mins flat without switching the aparatus on and off every 6 seconds... It's a good intro to home roasting, and produces pretty even results (unlike the oven or pan methods), but is quite frustating if you tend towards impatience (80g is definitely not a lot, especially if you want to optimise your coffee by letting it degas for a night or two)
Supposing you've got outdoor access (or don't mind having muck flying everywhere in your house), the heatgun method is cheap, requires no complicated modding, should give decently even roasts (according to the pictures posted on the site) and enables you to be flexible in terms of batch size, roast time, etc.
Once you're fed up of burning you fingers while freezing you a**e in the winter outside, you can always move to some more sedate forms of home roasting!