What can you surmise about coffee beans that have oil on them at the time of purchase?
Coffee beans have a natural oil in them. Often beans that have been roasted longer will have more visible oil on the surface. Not really an indicator of quality, though, but a longer roast will be darker, have a stronger flavor, and (paradoxically to some) less caffeine.

(At least, this is what I learned when slinging Cappuccinos at a Canadian coffee chain during my college years a long time ago. Someone correct me if I'm mistaken.)