We only sell freshly roasted coffee beans at The Coffeeworks, in fact the reason that Royal Mail 2nd class usually works so well as the delivery option (when they're not on strike) is that we quite often dispatch only hours from roasting, so the delivery time is perfect for degassing (freshly roasted beans expelling their CO2).
Depending on how long it takes Postman Pat to get to you in his little red van, the "roasted on" date on the bag will usually be anywhere from a day or two, to a week from when you get your coffee.
Just keep in mind that although we send coffee out as fresh as possible, it'll be good to drink until around four weeks from the roast date.
Even after this, drinking slightly older freshly roasted beans isn't an issue, they're not going to suddenly taste like muck after 4 weeks for example. They'll just very gradually start to lose their vibrancy as the weeks go by.
So, yes it's always the best idea to enjoy freshly roasted coffee as fresh as you can, but don't chuck your beans away when they get to four weeks old, that would be a travesty. As long as you keep them in airtight storage, most people (depending on how keen your palate is) won't detect much difference in the cup from week 1 to week 4.
If you disagree, do some blind taste testing and see what you think. Unless you're at Q-grader level in terms of your palate, you'll probably change your mind.