No substrate is easiest to clean. Use water crystals instead of a dish of water so they won't drown. You can get the Flukers Cricket Quencher in any PetSmart/PetCo.

As far as a container, I use a rubbermaid tub with a cutout in the lid covered with screen. I know they can't really climb, but i'm too much of a chicken to leave it uncovered. I have a heatpad under the container operating at about 92 degrees and a bunch of eggcrates stacked vertically inside.