I can't comment on beardies (I've only had mine for a day so far lol) but leopard geckos, crested geckos and dubia roaches I can.
Out of all my reptiles, the most personable is the bearded dragon, followed by leos, then cresteds then my snakes.
With leos and cresteds, you want to get animals that tolerate handling. I have some of each that just don't enjoy being handled and you can tell it stresses them, so I mostly leave them alone and handle the animals that tolerate it better.
I've been breeding my own dubias for a year. I had crickets for 5 days with my first two leos before I decided NO MORE. The colony is expensive to get going, but in the year I've had them, the startup cost was probably 70 dollars and I've spent about 35 making roach food (which I still have a small trashcan full of). If you are serious about it, they are EASY. They like it hot and relatively humid (70-75% or so). They will die if it goes to low. They like it dark and quiet and can withstand incredible population density, unlike crickets.
If i find i'm feeding to heavily out of my colony I give it a rest for a few weeks and supplement with meal worms or something else for a bit.
Those saying you can't feed roaches to baby dragons... I cant find any reason not to feed them. Baby dubia roaches are small enough for viper geckos to eat. The xtra small babies are less than 1/4th of an inch and pose no choking danger to a dragon of any size.
My 4week old beardie has already taken quite a few dubias over his feedings in the last day. So even an animal started on crickets can switch. they move around so they will trigger a feeding response.