I have been breeding roaches to feed to my Bearded dragon, I quite like them. Put them in a dark container with some cardboard egg containers and food and they are very happy. I breed smaller "running" roaches.

We have the big ugly black ones which freak me out so we use "cockroach hotel" traps. They are flat boxes with slits for the roach to enter and inside is a nice smelling attractant surrounded by superglue, the roaches can't resist the smell and get stuck.