What oats should I use? Pretty sure my LHBS has flaked and "regular" oats.
Oven or pan? How long, what color etc?
Should they sit a couple of days before use?
Add at the beginning of the mash? End?
I'm assuming they dont need to be milled.
Any oats in flake form will be fine. Steel cut oats will toast too, but they have to be cooked before mashing.
Oven/pan - your choice, but I think most people choose oven and a cookie sheet to spread the oats out. In a pan, only the oats at the very bottom will toast so you'll have to stir a lot. I like a hot oven - like 400-450 - and check them every 15 minutes / give them a stir. For color, I'd look for something darker than original, but not too dark. Think light crystal malt, not special B.
They should at least cool to room temp or you'll screw up the mash temps, but I don't leave them out longer.
Beginning of mash. You'll need to malt emzymes to convert oat starches into sugars. You can add them directly to the mash without milling.