I'm working on Dubia right now, pretty easy to breed (supposedly) I'm not having that much luck. Only been a month or so though. They are much more expensive then crickets but its a investment. For the states that's all I know, crickets and roaches.
Sandrachameleon has bred snails and isopods on her blogs, those may work.
Next I'll be breeding horn-worms, I hear they can get pretty messy (The moths kick up dirt) but those aren't really good gut-loaded feeders. More like treats to keep them hydrated.
Praying mantids, but they eat more then chameleons.
I hate crickets too, but they are the most wiggly which makes my Melon happy.