I got mine from the roach guy. I didn't like them much at first, but now they don't bother me.
They just kind of breed on their own, i give them veggies and stale bread and they just do their thing, i keep them near the reptile heat lamps too, they kind of congregate on the side of the tank nearest the lamp, so i think they like the warmth.

Sometimes, when I feed the roaches to my anoles, they squeeze out the egg-sac when they bite down... I just pick it up and put it back in the tank, and they seem to hatch successfully...lol.