Hecka, do a search for "cricket breeding" in the Feeders section of the forum. Lots of good info there detailing the process and the stuff. It is basically simple once you get the process down, but does require a lot of maintaining to keep the bins clean and the crickets alive.
Roaches like Eric mentioned are the best alternative, though Lobster roaches in particular climb, which most people don't like. Turkestan roaches are a good alternative to the Lobsters since they can't climb and out breed crickets. Dubias are probably the best roach species to breed, but are a bit slower to get established, but definitely worth the wait.