If you dont have them in your area just look them up online and order some and just dont feed them to your animals let them build a colony first.
As far as I understand about the lobster roaches is that they come from tropical areas so they liike and need the warmth. From what I have read on other breeders web-sites is that if a few do escape unless you live where it is warm all year round they will not survive. Im trying to be as caustious about escapees as possible because i would rather not find out how long they will live given the chance and the girl friend isnt real stoked abotu that thought either! LOL
Google Lobster Roachs
http://www.nyworms.com/lobsroachcare.htm
http://crunchy-critters.com/ncinerea.php
Those are some good sites.
The only pain the butt that i have noticed is that if you feed in your beardies enclosure and he doesnt eat them all right away they can and will climb the glass so you have to feed in a seperate container or smear some vegetable oil around the top. Kind of a pain but for me having a young beardie and 2 leo's the money that i will save in breeding my own is going to be well worth it!
Good luck man, take care!
M
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Mike & Wendy 
2.0.0 Siberian husky, Jackrussel/schitzu
0.0.1 Ball Python
1.0.1 Leopard Gecko
1.0.0 Beardie
4.0.0 Beta's
3.1.0 Future Herper's