Bearded dragons are good begginer pets, they're not the smallest, but at the same time you're not going to end up with a 4ft giant or anything 
Although they do eat crickets and insects, they do also eat veggies, but you will still be going through a considerable amount of crickets. As mentioned there are commericialy available diets for them. I've used these, but not as a main source of food, only so I'll have something to feed him when/if I run out of crickets. I suggest looking into the possibility of one of these commercial diets for the beardies, since I don't relly on these diets, and my beardie only eats them every once in a blue moon I can't really say whether they are suitable to raise a beardie on. But a veggie/supplement diet, if suitable, would probably be your best bet.
And finaly, I'd just like to bring to your awareness that, although I've never kept vegitarian reptiles myself, from what I've read they are considerably harder to keep in captivity, and often get deformations from lack of vitamins, or other health problems associated with lack of or too many vitamins. Good luck in your search though 