You can't get that fresh taste buying them already roasted. You have to do it yourself.
Buy raw nuts -- whatever kind floats your boat -- and keep them tightly sealed and stored in the refrigerator until ready to use. In a 325-350 oven, roast for around 15 minutes, or until they are golden brown inside, as seen below. I like to use the sliced almonds, and they cook faster than the filberts do obviously.