I get egg flats from the cafeteria at my work. You can also order them online. A heat mat is good or a CHE - they like it around 80 (they are from tropical forests) and warmth will encourage breeding. Under tank heaters can be purchased online or from most pet stores.
I feed fruit and veggie scraps. They do fine on a low protein diet, or with occasional higher protein items added, but cat and dog food is not necessary. Many species of cockroach are able to store protien as uric acid which could potentially lead to problems with gout.
There are two routes for gutloading.
The most common is to feed your insects fresh nutritous foods so that the contents of their guts is transferred to the dragon. Some nutrients are only converted into useful forms by digestion or by certain microbes so you want to give 24-48hr minimum for the insects to eat the food and fill up on it.
It's also possible to gut load with special formulas to balance calcium much better, but this is more complicated and beyond the scope of most pet owners or hobbiests. Instead calcium is dusted on the bugs.
Most comercial gutloads are not good gutloads, or are questionable. Especially the gel based ones.