I'm glad to hear the owner offered you a discount for your troubles. However, if the box the crickets were sent in had no insulation, then the little heat pack is going to do very little good against the elements if your temperatures are down there anywhere near as cold as it is down here in the south. I don't think the 15-30 mins on your porch was the turning point. It was more than likely just poor packaging IMHO. I do agree, the Fedex guy should have knocked on your door at least. They always do at my house.
As far as the roaches, there really isn't an easier feeder to breed than them. I can go on and on about all the plus'es, but basically they don't stink, they don't make noise, and they thrive on neglect. Yes, that's right, they do better when you forget about them. Various species available and you will need to consider which one you want. If you need a colony going right now since you are having supply problems, I would recommend Turkestans or Lobster roaches. They are very fast breeders and are cheap. You can buy a 1000 for about the same price as crickets. Lobsters can climb smooth surfaces, so I prefer the Turkestans myself and will never own Lobsters. Dubias are probably the best species period, but they are a bit expensive and slow to get started. Once in full swing they make for a great feeder, though. Breeding is simple with any of these species. Put them in a ~30 gal plastic container, put lots of eggcartons/paper towel tubes in, give them food about twice a week, water crystals or some other water source every 2-3 days and let them do their thing. Just do a little search on the forums here and there are many posts detailing the benefits of roaches and how easy they are to breed.
I would have to say, given your current situation, you should consider ordering Turkestans AND Dubias both. Let the Dubias establish their numbers for 6 months or so, and the Turkestans should be breeding pretty good if you get some larger ones in. Even if they aren't breeding faster enough, you can still buy them almost as cheap as crickets if you shop around.