I am a new owner, but I would have to warn you that with a baby, you are going to spend a LOT of money on food. I would really research this before you decide on a baby bearded dragon. Have a plan.
I'm glad I bought a juvenile, not a baby. I will still get to watch him grow, but I won't be spending ridiculous amounts of money on feeders. If you get a baby, do the math and have a plan beforehand. I'm just saying this as a friendly warning - bearded dragon babies are much, much more expensive to feed than a cat, for instance. Even my juvenile I just adopted is going to be the most expensive pet of mine for feeding (I have two cats, an axolotl tank and a fish tank).
Crickets aren't really that bad. My mom fed and dusted crickets for our anole when were younger - and she is TERRIFIED of my bearded dragon. I really recommend overcoming the fear - not just for the bearded dragon, but for yourself. It can be done. I used to hate spiders so much and was terrified of them, but by gradually introducing myself to them, I've gotten to the point where I would love to have a pet tarantula !
I got some feeder tongs from the pet store - it helps because some worms will bite you ! I also got them for my mom, so if she ever has to feed him, she will not have to actually touch the bugs.
I would definitely try to find a good local pet store and talk to them and have them show you the different feeders. Roaches SOUND scarier than crickets, but dubia are "fat and slow" and can't fly and they don't chirp incessantly. Crickets are good to get used to, though, since they are usually easiest to find locally if you're in a pinch.