Chameleons like to sleep on the edge of branches/leafs/strange positions, because it keeps them out of danger from snakes and other predators. The edge of branches, and leafs are usually pretty fragile, so the slightest movement can wake them up and allow them to escape/fall to the ground and...
Buy mixed ones, so you can feed off the small ones and start a colony (if that's what you want)... By the time he's older you'll have an unlimited amount of roaches to feed, and they'll be the right size! :D
But if you're really handy I think you should give it a go! It'll save you some money, and be a great project! Here's a video from one of the members here on how to build screen cages! http://www.youtube.com/watch?v=AnNl5IMXFCI
The Rapashy is fine for everyday use. But dust lightly. If you plan of keeping him outside during the summer, then get a calcium without D3, because he'll get it from the sun. And dust with D3 once every couple of weeks (that's if you're keeping him outside).
Most people use the zoomed reptisun 5.0 fluorescent light rather than the compact, because they were causing eye problems... But I'm sure it's fixed now, because a member posted about the light being safe to use now (I'm sure someone els can clarify). What kind of bulb are you using for...
house hold bulbs will do fine. how old is your chameleon? if he's young you can just use a 60watt house old bulb. i use a house hold bulb for my chameleon, and his basking temperature is around 90...
well feed them off as they first emerge and sorta white in colour and soft. I wouldn't give too many "mature" beetles as a regular feeder they are quite hard... But a few here and there won't hurt. hope this helps.