You keep cockroaches as pets? That's so cool! I haven't been able to find much info on keeping them, do you mind telling me the basics?
I do! I'm glad you are interested as well that's pretty awesome~ It's always good to spread the love haha.
I'll give you a great source for all things cockroach http://www.roachforum.com/ The people here are super nice and understanding and are full of knowledge.
Some things you need to keep in mind when starting out with roaches. There are different types of roaches with different needs enclosure wise but most all roaches will enjoy burrowing under some nice substrate.
You need to figure out if the roach you are interested in keeping can fly or glide this is one factor in determining what kind of lid you need. Some roaches can't climb smooth surfaces; these are great starter roaches as they tend to not escape as easily. Yet other roaches are FANTASTIC climbers and need super tight lids to prevent escapees.
Roaches will literally eat anything but they; like all of us, benefit from a mixed diet. I personally feed my roaches cat food; apples and carrots as a staple diet but it never hurts to mix things up!
As for substrate I personally use coconut fiber; you can get this at pretty much any pet store. They love to both burrow in it and nibble on it.
A hide is recommended; any kind of object they can scoot under and keep out of the light and feel safe, otherwise they are going to be stressed if they have nowhere to get away.
You can keep your roach in a number of different things; I keep my giant peppered roaches in this:
You can probably tell that your habitat doesn't have to be beautiful to be effective and comfy for your roach. Making it all fancy is pretty much just for you. I myself love the fancy habitats but I have nowhere to keep one right now so I opted for the 'space saver' alternative haha. Giant Peppered Roaches can't climb smooth surfaces so this plastic bin was perfect for them. Critter keepers like the kind you get at any pet store can be really nice too! Floor and climbing space is important though so keep that in mind.
Cockroaches get their water from the foods they eat BUT they do benefit from having a water source handy. A small shallow dish is a plus but I would opt to mist the cage if you have small nymphs in there so they don't accidentally drown.
Your pet roach is also pretty guaranteed not to bite you; it just isn't their way of being defensive, they are very non aggressive critters. Cases of people getting bitten by cockroaches are pretty much during infestations of pest species when they are literally starving to death.
I think that's a good bit of basic info but I'm likely forgetting something so remember that link I sent you! Have fun and let me know if you need links to places to purchase the roaches themselves. <3