I would get the roaches first and get them rolling off the get go. Best bet is to get as many adults as you can afford from the start as they are the money makers. Having a start off supply of small nymphs will give you feeders right away. Hook up with any of the roach ranchers and I am sure that they will supply a great startoff colony that will keep you from having to deal with crix until you get a sustainable colony built up.
You go girl!!!! I hear that keeping roaches is pretty basic (I just can't handle the adults..eeks!) Mojo refuses to eat them now that he has been introduced to supers.