To add to what the Don has posted:
There's no such thing as an espresso "coffee bean." You can make espresso out of any kind of coffee bean, as long as it's ground very fine and brewed in an espresso machine. If you're an espresso lover, you'll want to buy a "dark roasted" coffee, like French roast or Italian roast.
Also, there are two generic types of espresso machines: steam and pump. The pump type makes a better drink. Look for a machine that has more pressure than its competitors: say, 14 bar vs. 12 or 13.
Espresso fanatics spend incredible amounts of time and money making their favorite brew. They buy restaurant-grade machines for thousands of dollars for home use; connect them to separate, filtered water supplies and electrical hookups; temperature-control the room where the machine is located, etc. I use an inexpensive, high-pressure Hamilton Beach pump machine that I bought for less than $100 mail order from Wal-Mart. It works just fine.