I would use a medium ground coffee, but some have reported good results using espresso. However the best way to add them is not adding the grounds directly to the beer, you make a pot of coffee. But instead of brewing it like a regular batch (with ~200 F water) you want to do a cold extraction, to cut down on the acidity, also bitterness I believe (it will also have lower caffeine and have less body, the latter will not affect it too much but if you wanted added caffeine you could add some pure caffeine, though I'd be careful doing that). Basically this is the best way to get a nice smooth coffee flavor which will play well with the roast-y malts rather than overpowering them.
To cold brew coffee, I use a medium roast but you can use a darker roast (I like the flavor of the coffee and not the roast) and pour room temperature water over the grounds, into a large french press. If you don't have a french press you can use a large pitcher, it will just be more difficult to separate the grounds. After you add the water, stir to get good water contact with the grounds, then let sit for 24 hours. If you are using a french press, slowly push down the plunger and then pour through a coffee filter to get the sludge out. If you aren't using a french press, pour through a fine mesh sieve and then pour through a coffee filter.
I'd recommend adding the coffee after primary has finished (or to secondary if thats your thing). You can either dump the coffee in straight up and hope for the best, or you can try to be scientific about it. Go get a pipette or a graduated syringe from the drug store, retrieve a couple 1 oz samples of your beer and add different amounts of your cold brewed coffee to the different beers (be sure to taste the unadulterated beer as a control) and once you've found a flavor you like, just scale up the amount of coffee you liked to the amount of beer you have (if still in primary, account for trub loss).
Enjoy!
