I just purchased some nice beef marrow bones.  What I'd like to do is make myself some beef stock for soups and whatever else.  Now I'm planning on making a Mirepoix and then adding the bones and then the water.  However, my question is this: do I just put the bones in how they are or do I cook them in the oven? 
Both methods are acceptable.  A stock made with roasted bones is called a brown stock.  A stock made from raw bones is a white stock (or sometimes just stock).  Practically, it's very difficult to get a true "white" stock with beef, as opposed to chicken, since all of the impurities will darken or cloud the colour - but that is semantics.  Brown stocks have a richer flavour, but that does not automatically make them better - it depends on what you'll be using it for.  For soups, where the stock will give most of the flavour, brown is generally preferred; however, as a "flavourful liquid" to use in sauces, risottos, etc., a white stock may be more useful because you don't want it to overwhelm the other flavours.  One cautionary note: Beef bones tend to give off a lot of what looks like blood (actually myoglobin) when boiled.  If you're trying to achieve a perfect clear stock (white or brown), then you may want to blanch them first; dump them in the pot, bring the water just to a boil, then dump out everything and start over.  You really won't lose much; most of the proteins are deeper within the bones and requires several hours of simmering to extract and denature.  If making a brown stock (from roasted bones), do this after roasting, not before.  It will also help you to get rid of any excess oil so you won't need to skim as much. 