I'm raising both crickets and Lobster Roaches. I find the Lobsters to me more self sufficient in that I don't have to deal with egg containers/incubation and the such.
I raise both in the same size container (18 gallon rubbermaid tote) with window screan in the top for ventilation. I keep my insect room at 75 degrees, but place a piece of 11" heat tape under each tote. Seems to work well.
I'm rearing both on Purina Worm Chow with veggies for moisture. I've had no problems so far.
To incubate my crickets I simply place an egg filled container in the tote I intend to raise the crickets in. Then I put egg crate at the other end. As the crickets hatch the move into the egg crating and I begin to feed. I mist my egg crating twice a day to increase the humidity also.
All in all its pretty easy. I'm establishing a local market for my crickets. Local bait shops can't get enough of them!