Roaches will be the most practical bet if you are looking for something to breed as a sustainable food source. Silkworms and solider grubs (phoenix worms/calci-worms) are solid staple feeder items as well but can be a little more effort to breed and come at a higher cost. Captive bred hornworms are also a nice option, but again, they are pricey.

You will want to avoid feeding animal protein too frequently; mice are pretty difficult to digest and contain obscene amounts of fat. There is always the chance of impaction with vertebrates and many herps have a difficult time processing mammalian protein, which can result in obesity, fatty liver disease, cataracts, and other issues if vertebrates are fed too frequently. An occasional snack maybe for the right sized frog, but stick with a good variety of insects and there is no need for vertebrates in the diet = )

As for the roaches - Blaptica dubia are probably the most commonly kept and readily available species. I'd recommend getting a few to try out first because they do have a tendency to bunker down and hide which some species find unappealing. You can also try Blatta (Shelfordella) lateralis, AKA the Turkistan Roach (AKA Red runners, AKA rust reds...lol). They are a faster and more prolific species, but smaller than the dubia and lay egg cases which can be a challenge for some people. Eublaberus posticus is a good choice if you can find them... one of my favorites to feed off but the nymphs will readily burrow in loose substrate. Lobster roaches may be impractical for terrestrial species due to their ability to climb glass and smooth surfaces but are a very prolific and inexpensive option that makes for a great feeder roach.

I wrote up a fairly extensive roach guide a few weeks back that may interest you, here is the link = )
http://www.frogforum.net/food-feeder...r-roaches.html