I had good luck actually letting the crickets bask under a 60 watt incandescent light bulb. I used a ten gallon aquarium with egg crate, veggies for food and water and the bulb on one end and I let them decide if they wanted to warm up or not. Its been quite a few year but I would buy 500 crickets at a time which would last me about 10 days and I really wouldn't have many deads.
If you really want to be sure they will still be alive, get roaches. I rarely have a dead nymph.