You want them to be pesticide free. So gathering in a remote area is ideal.
Also, there are poisonous ones about, so if you are unsure about it, post a photo for others to look at first.
If they are green/brown, they are most likely good eats, if they have bright colors/markings its best to leave them alone.
Wild insects make great feeders though, and everyone should try to find what they can locally. The gutload they are carrying has a ton of variety, and chameleons like them much better than crickets and such in my experience.
If you are going to be feeding roaches, you should be breeding them.
They are expensive otherwise.
At 4-5 months old, the chameleon should pretty much be fed as much as it will eat.
At that age, it will be eating 1 week to 1 month old roaches maybe, depending on the species of roach, and chameleon.
They are wicked easy to breed.
Get some adults and start a colony, you wont be sorry. Everyone should have a colony.
Theres a ton of info on keeping and breeding them on this site, and elsewhere. Im sure youll find the answers to any general questions you may have. Feel free to pm me if you want to ask something specific though.