The Blatta Lateralis are easy to do. They are also called Rusty Reds or Turkish Roaches. Here are the advantages:
1. To me a major advantage to these roaches is that they drop their egg sack.
a. Many other roaches stick it out to dry it, then pull it back into their bodies, and sort of give "live birth". But the Lateralis abandon their egg sacks.
b. That makes it easy to just scoop up the debris on the bottom of the tank, with the egg sacks in it, transfer it to its own container, keep proper temp and humidity and egg crates and food, and let them hatch on their own.
c. Why is this so great? Because you don't have to SORT the cockroaches when you feed out to your various reptiles. You have a bin with cockroach adults, a bin with last month's hatchlings, a bin with hatchlings 2 weeks old, a bin with fresh hatchlings, etc. There is nothing more disgusting than having to sort cockroach sizes at feeding time.
2. They are prolific and easy breeders
3. It is super easy to tell males from females, they look nothing alike. So you can quickly and easily pluck up excess males to feed out.
4. They don't climb vertical smooth surfaces so they are easy to contain.
5. They are fairly affordable. Cheaper and easier than dubias. And after an initial investment it takes no time at all to get your own colony up and running.
Indian Walking Sticks have the added benefit of being totally awesome too. I kept them as pets, and now can't keep them as a feeder because I'm in the US and they are too awesome to be be kept as pets here.