It's my understanding that only sexually mature (ie. adult) crickets make any noise. It's part of their mating process. So if you're getting a young leo, he'll only be eating young crickets for now (full grown ones are much too big for him) and you won't have to worry about that right now.
Mealworms are also an option. I just got my leo a little over 2 weeks ago, and have already switched her over to mealies from crickets. Mealworms are similar nutritionally (there are guides on the web. I know Grubco has one, google them) and they're cleaner, and easier to maintain. They also don't run and hide in your cage decorations (if fed in a bowl). You can easily train your leo to eat them out of a bowl (might take a little patience and work). There are a couple of threads posted on this page about good ideas for bowls (clear glass ashtrays and tealight holders).
Good luck
Make sure to gutload your prey on nutritious stuff.
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Blaine
0.0.1 HY/Patternless/Normal Leo (Echo)