Breeding crickets can be very easy. Raising crickets not so easy. Getting the pinheads is pretty straight foreward. Pretty much like emandkel says a shallow container with moist soil, sand, vermiculite, cocofiber, peat moss (even long fiber will work but not as good) almost anything really that will allow the female to stick her ovipositor (the black stick hanging off her back end) into it and release the eggs. Depending on the temps hatching can take up to 2 weeks. My new cabinet stays about 88 degrees so i will see how it goes when I try it again.

Like I said earlier though it is not getting the pinheads that is difficult. It is raising them to size that can be tricky. They need fairly warm temps to grow quickly. They need enough humidity to allow them to molt properly but not so much that you get condensation. If it gets too dry they will dehydrate and die, if it gets to wet it may mold or they may drown in the water drops. I've got a new tip using a fine layer of vermiculite on the bottom of the rearing bin and spraying it lightly but I have not tried it yet.

If you need pinheads or maybe the next size up it can be worth it but if you are looking to get your own large crickets I don't think it will pan out without effort.