Roaches aren't noisy. They don't smell bad like crickets. If you have your own colony, you have a free source of any sized food you want. They are easier to take care of than crickets.
I have way fewer roach escapes that crickets. And this is with lobsters which are climbers. Escaped roaches usually just die in a short time without the heat, food and water that they need.
For husbandry, I follow these guidelines http://www.cricketfood.com/insects.htm#roaches
It's a lot like keeping crickets, in that you need food, heat and a ventilated container. I feed mine greens, dog food, fruits and veggies.
Roaches are cleaner than crickets - they don't poop so much. I now think that crickets are gross and roaches are fascinating!
Lobster roaches are really prolific. You can have a breeding colony in no time (I think I started with 40 adults). Many don't like them in that they can climb glass and plastic (and I mean way better than crickets) - so you need to have your cham in a bugproof cage, or if you cup feed, use a product like bug stop or bug barrier. I've found that once you get used to working with lobsters, you can keep them contained and minimize escapes no problem.
Orange-Headed Roaches are easier to work with in that they can't climb glass or plastic at all. I keep mine in a sweater box with no lid - they can't get out! You need to start with a lot more of these, or be patient, and you'll eventually have a self-sustaining colony. These are in the Blaberous genus and other species of this genus are similar. I got some of one species at a reptile show and I don't even know what they are, but taking care of them is just the same.
I can't tell you how nice it is to not have to worry about going to the store for crickets! Give it a try!
Joel Fish