mealworms i have done several times:
its easy.
but you need lots of small conatiners and you should start with a lot.
like 1000.
superworms i
only did this year:
low yeild.
more time consuming.
lots of pupae dies probaly should have started with many more.
never did wax worms.
red wigglers are easy:
they sometimes even reproduce in the cups they sell them in.
a large tank with frequently changed soil and lots of food makes it simple.
nightcrawlers:
supposedly have along lifespan/slow maturation but i have been getting new ones from an intial crop of about 5000 for several years now. I use big rubbermaid storage bins.