I use a giant rubbermaid container like one you would put stuff to keep in your garage or a glass aquarium would work. Just a big container that the roaches cant climb the sides in or get out. Stuff it with egg crates you can get these from like an Ihop or a breakfast place but you might have to talk to the head cook there for them to hold on to them. Then you just need to make sure your roaches stay a decent temp 90 degrees. You could use a heat pad or a red heat light pointing in what you have the roaches in. I will try to take some photos of what I got going on tomorrow.
You can also order the egg crates online from any website that sells wholesale chicken egg products. also you can just use a bunch of the cardboard tubes when the roll is done.