First, if you can't tell the difference between a Panamanian and Papua New Guinean coffee, put off the espresso and get to know good coffee first. Buy a freshly roasted half pound each from Central America, Africa, South America, and Indonesia, and learn to appreciate their differences. Those who buy the green coffees for espresso, those who roast and blend them, and those who pull the best shots have one thing in common: they know their coffee well. In any case, espresso is coffee intensified; if there are coffees you dislike brewed, you really want to avoid them in espresso.
Second, go into a coffee store and look for "espresso roast." What you'll almost always find is dark brown to black beans shining in oil. Starbucks' success has reinforced the impression that espresso is any coffee roasted very dark. This is wrong on almost all counts. Coffee blends destined for espresso come in a variety of roasts, ranging from a milk chocolate colored dry bean, to a dark chocolate colored slightly oil-sheened bean, to a black and very oily bean. The very lightest roasts for regular brewing (cinnamon or tan colored) cannot be used for espresso, but otherwise any roast level will work.
Instead, espresso is almost always a blend of beans; the Italian word for blend is miscela. There is fairly wide latitude in blending, but there are also some general rules. The most basic rule of espresso blending is that espresso must have subdued acidity, be heavy bodied, and be sweet enough to balance the bitter and acidic flavors in the blend.
At the Coffee Plantation
A large proportion of the blend will consist of "natural" or "pulped-natural" processed beans from Brasil, Indonesia, Ethiopia, or Yemen. Natural or "dry processed" means the coffee cherry is air dried on the tree or on terraces prior to removing the skin and fruit from the pit (the actual coffee bean). Pulped-natural or "semi-wet processed" means the skin is removed, but the fruit remains on the bean while it is drying. These techniques create the more heavy bodied, sweet, and subdued acidity coffees required by espresso brewing. Such coffees also develop more crema. Single origin, unblended espresso is almost always derived from a bean of this type. The drawback of these techniques, even when carefully done, is they create a few fermented beans with off-flavors that slightly muddy the aroma and taste.
The alternative, known as wet processing, washes the skin and fruit off the bean prior to drying. This process produces less sweet, more acidic coffees, which generally would be unsuitable for espresso if used pure. However, since these beans often have beautifully clean and powerful floral and fruity aromas and tastes, they are used in smaller proportions in more expensive blends to enhance the more subdued taste of dry processed beans. When these beans are used, the coffee is usually roasted at the lighter end of the espresso spectrum, since dark roasting destroys their aromatics.
Finally, some espresso blends use Robusta coffees, which derive from a different species of coffee tree found at lower altitudes and having higher yields. These coffees are generally less expensive than the Arabicas discussed above. Low grade Robustas can add body, sweetness, and above all, very strong crema to an espresso. But they do so at the expense of having an unpleasant, burnt rubber smell. High grade Robustas do not have this offensive odor, but will usually muffle the other aromatics. Their use is controversial. Many very gifted espresso professionals use Robustas, while many others would never touch them.
At the Roaster
Different roasters have different blending strategies. Some use only two to four different coffees; these blends can have very distinct tastes and will vary a lot year to year. Other roasters will try to keep the blend's taste the same year in, year out. They will do this by using seven to twelve different coffees, many from different plantations in the same country and region, so as to average out the annual variations of coffees from any one plantation.
As with all coffee, espresso blends are always best when used within two weeks of roasting. Unlike regular brewing, the carbon dioxide in the beans in the first day or two after roasting can sometimes interfere with the espresso extraction, so many cafés allow the coffee to rest 48 hours prior to use.
My main advice is to first find several good local roasters. Try many different espresso blends, varying in roast levels, use of Robusta (or not), level of acidity, or use of wet processed coffees, and then decide for yourself which styles you like most. Ask the roasters about what's in the blend; the exact recipes are usually proprietary, but they will be happy to give you general information so you can develop an informed preference. If you home roast, try various dry or semi-wet processed Brasils, Indonesians, Ethiopian and Yemen coffees, and create a blending base from your favorites among these. Then add small amounts of your favorite wet processed, high grown Arabica to give it some distinctiveness. If this later coffee is exceptionally sweet and low acid, more than the usual 10% to 20% can be used.
Single Origin Espresso
As mentioned earlier, most washed, high grown coffees are unsuitable for espresso either straight or in high proportions in a blend. In my opinion, this shows that espresso technology requires further development. It would be absurd if you tried to buy a coffee and were told it was too strong to be prepared in a presspot.
However, espresso technology has advanced far enough so that some high-grown, washed coffees can make interesting and sometimes spectacular shots. These usually don't have the balance of conventional blends, but can have far more interesting aromas and tastes. Low toned, sweet coffees, even those from regions usually not regarded as suitable for espresso, are always worth trying as single origin shots. The research that could adapt espresso equipment to the full range of coffees won't happen until more people try these, develop an appreciation for them, and form a market for roasters, cafés, and manufacturers pushing the envelope.
Water for Espresso
Finally, a note about water, the other constituent of good coffee and espresso. Water for coffee should be pure and odor free. Charcoal filtering to remove chlorine and sediments from municipal water is a good idea. Further filtering is required if the water is from a well having iron, sulfur, heavy metals, or organic contaminants. Alternatively, consider bottled water.
Note that "pure water" in this case does not mean distilled or free of all minerals. Natural water contains calcium carbonate and some magnesium carbonate; these constitute the water's hardness. Overly soft (low mineral) water will create a light bodied, metallic and excessively bright tasting shot. Overly hard (high mineral) water will scale the machine, while the chalkiness of the calcium carbonates precipitating as the water heats will interfere with proper extraction. The best coffee water has about 5 grains (90 mg/L) hardness and 150 mg/L total mineral content. For espresso machines, water at about 3 grains (50 mg/L) and 90 mg/L total mineral content is used to reduce descaling costs. This is a compromise on the ideal water for espresso, but the 90 mg/L shots are almost indistinguishable from shots with the higher 150 mg/L mineral content. If your tap water is excessively hard or soft, look into bottled water or water treatment options, many of which are not expensive.