I agree with the previous posters. I think the well-respected national roasters mentioned above are the way to go. It's what I do. For years I've been ordering from Intelligentsia and Counter Culture. That changed a bit recently, with the opening of a real (finally!) coffee shop in Ann Arbor (Comet Coffee). They use 49th parallel as the house espresso and coffee, with guest taps from Ritual, Terroir, and others.
The only "third wave" shop I know that roasts their own (i think) is the Ugly Mug in Ypsilanti. The roastery division used to go by Behemoth Roasters, but I'm not sure of the recent goings-on.
However, if I was forced to purchase coffee roasted in Michigan:
Zingerman's has a roastery, and to their credit, they've gotten better over the years. Of course, you can taste the blend at either the deli or at the about-to-open new roastery, complete with brand new Slayer machine.
http://www.zingermanscoffee.com/Mighty Good Coffee roasts in Ann Arbor, and they have a shop on Main Street.
http://www.mightygoodcoffee.com/Also, a local legend/character/just-former Subaru salesman named John Roos in Ann Arbor is roasting his own...his company is Roos Roast.
http://www.roosroast.com/But, ahem, I'd stick to what the other guys said.