I use a shallow petri dish full of marbles, and change it out every day. Dishes should be cleaned every day, and sponges should be replaced regularly, as they can be a source for bacterial contamination.
You can also just offer carrots, apples, and other fruits and veggies and they will get most of their water requirements from that. i do find that newly arrived crickets will drink and drink and drink, so I offer the water dish the first few days while I'm gutloading them. It seems to help with die-off, as well.