Some people like Red Runners more. I'm happy with my Dubias. I use a single lamp with a red heat bulb. I need to get a thermometer or two in there to measure temperature. I'm planning to upgrade soon to give them more heat soon, though. I use a 60w red heat bulb, I think Exo Terra brand. It only cost me about 6$ or so. The lamp was about 13. I might get a CHE soon for that upgrade I mentioned though. I might also just be adding insulation to the sides to keep it warmer, like a towel wrapped around the outside. Others have said they put it in a closet with a space heater to keep them hot. That's probably fine, but I feel like it's be a fire hazard lol.One peice of advice; the dark/opaque bins have enough texture for them to climb sometimes. The clear bins are best, since they are smooth enough that the roaches can't climb them. When I first set up my colony I used a dark blue bin since they prefer the dark. I wanted to block out the light for them, but they started climbing the sides. It was rather unnerving, but it was fixed once I switched them to a new clear bin. This may seem like common sense, but it surprised me. Good luck!
Edit: Oh, right, I have a thread I've been meaning to update about my roach colony. I plan to add current numbers and how many roach purchases I had to make. I can also take a picture of my setup, and I'm sure other users would be happy to take pictures of their setups, too.