Dubia roaches are good as stated above, silk and horn worms are good treats. mantises,really any insect,grass hoppers, flys, and moths, ect the list goes on and on. Look around the food section for more insect you can find tips on.
Dubia are extremely easy to breed, don't make noise and don't really smell at all unless you don't clean the tub out every 3+ months.
The problem most people have with starting a roach colony is not waiting for it to get established. They see fresh babies and go "Oh cool, I can feed those to so and so". Then they feed off all the babies and have no new ones coming into adults.
If you are patient and can handle not feeding off the colony for many months, roaches will be a cakewalk for you!