First off. Was this a one time thing or have you consitantly been having problems. If a one time thing it could have been the crickets. Where are you located (shipping temps could have something to do with it) and what size crickets were they, and what were you keepig them in.
Unless you plan on using them all within a week I wouldn't recomend buying adult crickets. Go with 3/4" they will last longer. Take a large (15 gallon) rubbermaid tote, cut the center out of the lid (leave about a 2" around each side) glue (or silicone is the best) aluminum screen to the lid ( they will chew through fiberglass screen) Personally I do not use a substrate in my containers, Just put in lots of paper towel tubes or cardboard egg carton. Use a variety of grains plus some crushed dry dog food to feed them. For moisture, you can use the gel or you can use sponges or some other method that has been suggested. Temps around 75 are fine, but I used to keep mine in my basement at around 60 degrees and they seemed to last forever.
As far as breeding them goes I'll ask a few more questions. What kind and how many and what size are the animals you are feeding. I have found that unless I need a lot of pinhead or small crickets it isn't worth the effort to breed them. getting them to hatch is easy enough but raising them to any size can be tricky (the pinheads deydrate very easily but the also drown in very little moisture so its hard to get them past that stage.
I would suggst working with getting a large amount to live and then buying large quantities. A in the setup I described above you should have no problems keeping 1000 1/2" alive for a month or so. If you are buying 1000 at a time I would go with the 1/2" because they will live longer.
Good luck, feel free to email me with any questions.
Steve Schindler