I'm trying to talk Jo into letting me have a dubia colony for Godzilla. He's costing me a fortune in locusts. Eating waaaaaay more than T. M. Alberto now.
I would recommend Dubias - they are really easy to care for. I've gone off lobster roaches though. We found one in Cyd's viv the other day. It must have escaped from the toad tank and gone to a warm place. Scary
The dubias are doing brilliantly - we have two colonys. The monsters which are massive and will hopefully breed soon and the smaller ones that DazB gave us.
The big ones are kept in an old faun with tights over the vents (although I don't think this is really necessary). I keep the faun in a cardboard box to make it dark and just pile up loads of egg boxes and 'cockroach castles' (which are really the carboardy packaging you get in stuff like printer cartridges).
I have a plastic bowl (the end of a poster tube) to place the food in, but this is only for ease of cleaning really. They get water from their food, so no need for a water bowl.
You can choose to heat it as they grow and breed quicker at higher temps, but I just keep mine on top of Evra's viv and the warmth of her ceramic heats them enough.
They are my favourite live food culture because they are so easy to clean. The poo is solid, so if you lift the roaches out all you do is tip the waste in the bin. No sticky, messy stuff to get down your nails or anything