Dubias are by far the best.
I keep Turkestan roaches as well, and I use them primarily to feed small frogs and geckos and any baby lizards. The egg cases hatch regularly and I've always got a good supply of them, with about 20 adults (15 females, 5 males).
The dubia are great because they are kind of a lethargic roach, they move a bit, but not too fast.
A big drawback to the Turkestan roaches is that they give off a foul odor when disturbed, it smells like marijuana, but very sour marijuana. They also secrete a VERY sticky substance when they are attacked, and although I haven't had any problems with this by feeding adults to my Tomato Frogs, I'm sure they'd prefer not to deal with the stickiness.
Depending where you live, the Turks will invade your home if let out. Dubias will have a harder time invading your house, and if they do, they aren't nearly as fast or as hard to catch.
I'd stay away from Lobsters, although I use them myself, I spend some time cutting their legs off before throwing them into bowls in my lizard cages (I always bowl feed roaches, because I've found too many adults that survived in the substrate).
Lobster roaches are very hardy and give live birth and they could spread like wildfire if they escaped.
Roaches comparable to dubias are....discoids and giant cave roaches; they all have the same care, produce live young, and are fairly quick, though dubia are the best size as adult males to feed your adult chams.
A major bonus of the dubia is that they are sexually dimorphic; the males have wings, the females don't.
I'd also recommend the hissers, they grow to a good size and they live quite long lives. I sold my colony off because I ran out of room for the roaches, but I regret it and probably will buy a colony in the future again.
Hissers are pretty slow, though they can climb, they won't invade your house unless they have a lot of moisture + humidity to thrive around. They can be contained easily with Vaseline or Teflon paint.
Tip: when you are starting your colony for any roach, leave one male per 3-4 females, and wait until you have at least 20 adult females, it'd be even better to have more of course. If you feed from your starter colony before they are adults, you might have wasted valuable females. I made this mistake at first, so it's worth the wait to get as many females as you can.
Edit: SSimsswiSS, I've been trying to track some banana roaches down for years. You wouldn't happen to know anyone in Canada with some would you?