Hi Victor,
Classes are back on so I have not been as active on the forum. I was looking back at unread messages and just found this.
Luna's are wonderful. The caterpillars have a selection of food plants so it depends where you live - paper birch, hickory, sweet gum, smooth and Staghorn sumac, are some. They are not indigenous to So. Cal (which is where you live, right?) Some are the Saturniidae are two of Hyalophora: H. columbia gloveri and Hyalophora euryalus these are related to the H. cecropia
You also have Antheraea polyphemus. The cats of these look almost identical to luna cats so it is amazing to see the differences in the adults.
I get eggs form a guy in PEI Canada but I don't think he sells anything to an area they are not native or it may be a regulation thing, but I could check or put you in touch. The adults don't feed (not of the giant silks do) and live for 5-15 days. Check out the site below and it lists the ones (with photo and info links) that are native in CA, but I am sure there will be variability to that due to the climate range in the state.
If you ever want to get a book on the Silks here is the one: The Wild Silk Moths of North America: A Natural History of the Saturniidae of the United States and Canada by Tuskes, Tuttle and Collins. It’s pricey, but a must if you ever get addicted! I’ll tell you, rear any for one season and you’ll be hooked. You may even have second thoughts about feeding the hornworms!
As for the rhino beetle….aren’t they cool? I have thought about rearing them. I know nothing about them, nor there legality but go to this site for info: http://www.insectnet.com/cgi/dcforum/dcboard.cgi. Check out their Coleoptera forum. There is also a forum on regulations and stuff. Cool site. For my non-Lepidoptera needs that is usually where I go –LOL!
Lele 
Moths of North America
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0.1 veiled - Luna
0.2 green anoles Jaida & Jetta
0.1 brown anole - Jamaica
0.2 house geckos - Gaia & Tia
0.2 felines - Kyndra and Líta