That's true!
Unless it's stored in a vacuum sealed container, with no air going in or out, the complex flavor and aroma compounds start to break down and dissipate very quickly. The best, best best best cup of coffee you can possibly have would be roasted and prepared in the field, immediately after the drying process is finished. I've never had coffee like this, but I've heard that it's incredible.
Since most people don't have a coffee farm in their back yard, going for the freshest coffee possible will give you the tastiest cup. Look for the roasting date - the closer to roasting your beans are, the better your coffee will taste.
Lots of coffee snobs will tell you to throw out beans roasted more than a week ago and I have mixed feelings on that. While it's not going to taste as good, older beans are still ok to drink. Don't let any snob ever dictate what you're allowed to enjoy. Whether it be coffee, beer, whatever - drink what you like drinking.
Thanks, cheers!