That's kind of a loaded question and lot depends on your particular situation. I can tell you what works for me. It's not the cheapest option, but the most convenient.
I feed dubia and BSFL ordered online. My baby is only 3 months old so still feeding smaller dubia, and they are kept in a shoe box size tub with holes drilled in the top. I put the egg crate they come with inside, add some Pangea roach food made into gel, and a few of whatever fresh veg I have. I switch out the veg every couple of days, and completely clean and turn over the setup whenever i get a new shipment of roaches (usually about every 10 days). Feeding them is as easy as picking up a piece of egg crate and shaking some off into a cup to shake with calcium powder.
For the BSFL, I keep them in the cup they come in, and place them in a lunchbox cooler with a frozen water bottle. It helps them keep a little longer. They have to be rinsed before feeding. I use a mesh strainer, dump them on a paper towel, pat dry and dump in his bowl, hand feeding a few just because I can.
I order both from dubiaroches.com
i have found this is easiest and most efficient for me. I feed the dubia in the morning and the BSFL at night when i have a little more time. Night time is also salad time.