As long as I can remember, my Dad has roasted almonds and peanuts in the oven. On very special occasions, he's done walnuts too. He tends to make them salty, I just like them au naturel and they are so very nice when they are hot out of the oven. Here's how to make them.
Raw nuts of some sort are required, almonds, peanuts, walnuts, whatever.
Place in a single layer on a shallow baking tin. Shallow meaning about 1.5 - 2 cm deep.
Put under the tap, so the nuts get wet, but don't leave them to soak. Drain as much as possible of the water, then season with salt, stirring to spread it through.
Place in a pre-heated oven at 160 - 170 degrees C. Stir every 5 minutes and taste as well. It should take about 15-20 minutes. The trick is to take the tin out before the nuts are ready as they keep their heat well and continue "roasting" afterwards too. If you let them get ready in the oven, they'll go burnt and bitter afterwards.
At this point, I start eating them as soon as I can manage to touch them without getting burnt, I like the chewiness they have. But the nuts are quite nice cold as well, so once cooled completely, they can be stored in a plastic box.
An idea that just struck me, if you skip the salt at the beginning, but just roast them, then you can make caramel or toffee and quickly stir the nuts in, halfway through roasting, that should be quite nice too.