Thanks everyone for all the help ^^ I just skimmed the posts (no time at the moment to really go through, read, and ask questions) but I'll be back to look over every ones reply.
I'm going to see if my Savannah will take the roaches, then if she does, I'll see if I can talk my dad in allowing me to breed them.
His main concern about roaches (I wanted them for whatever reason) is that they would escape in the house and breed. I suppose it wouldn't be to big of a deal to just build a bug shed in addition to the rat shed and keep them just in there.