where do you live? If in the UK, locust can be purchased. Most of Canada and USA dont encourage the sale of such agricultural pests. During the appropriate season/weather, its not hard to collect your own. (dont use lubbers)
If I were you I would attempt to gather and breed the species of grasshopper that is native to the area where you live. Meaning they won't be considered as an invasive species or foreign agriculture pest. There is a small group of chameleon keepers doing this here in the USA. Your going to have to google search and find a decent source of how to breed hoppers or wait until we're done researching breeding grasshoppers for chameleons and post something. There are a couple of online sights out there that are decent. Here's one.
I have been researching legality of shipping grasshoppers and if you ship across state lines with out a permit it is a federal offense and shipping to other counties in your state without a permit is punishable as well.
In the above site I would use a screen cage instead of a glass aquarium and a spot light for temperature regulation other than a heating pad. Hope that tides you over until I have got more to post.