JSW...from what I've seen on most Amazon and Ebay sites, Dubia roaches cannot be shipped to Alaska, Florida or Hawaii (quote: Unfortunately, due to state laws, we cannot ship to Florida, Hawaii and Alaska).
If you want to start your own colony, I'd suggest buying the biggest nymphs you can get your hands on from the pet store and put them in a bin, put it in a dark space (closet or basement), heat it to 80-90 degrees and only open it to feed and water them. There are tons of sites and YouTube video's telling you how to keep Dubia roaches, care for them and breed them. Once they start breeding, you probably don't want to start pulling feeder roaches from the bin for about 3 months. I think most sites say to keep something like 1 male for ever 3 females, or 2 males for every 5 females, and feed off the rest of the adult males so they don't compete/fight for the females. I think I read that if you have too many adult males they may also kill the nymphs, but take that with a grain of salt until you read it somewhere or someone confirms this.
Rankins prefers Orange Head roaches over Dubia. If you search through his posts I believe he may have explained somewhere why he prefers them over Dubia.