I keep 2 species of roach currently(have kept others in the past and will be getting more roaches eventually): Blaptica dubia and Eublaberus posticus. 1 species of mantis(wish I could say how easy they are or aren't, but these are my first): Tenodera sinensis, 1 species of milipede(caught one while on a hike with a friend, and caught one(not really, the milli hitchhiked home w us, we were hundreds of miles from our campsite when I noticed him crawling on the gear, so he joined my community tank) on a camping trip my boyfriend, his brother and girlfriend, and I took for that solar eclipse last year. Turns out they were a breeding pair and I now have hundreds upon hundreds of baby millis. :3 Species: Narceus americanus
Also have many species of isopod, a few fruit fly species, a handful of beetle species, a couple of volunteer spiders..... the list goes on. I started out about a year and a half ago setting up a "bioactive" 10 gallon, but then never putting a large critter in. Now I have sooo many "empty" tanks as I sometimes call them. My pride and joy tank is a large planted 55 gallon aquarium that sits at the head of my bed. I have day and night species and lights.... The tank is *always* doing something. During the day it is usually isopods and mantids out hunting flies, night is the millis, the roaches(super interesting to watch them stake out territories and woo ladyroaches). The tank is *extremely* biologically active... Grows mushrooms, mold, plants, etc etc etc... It's a wonder I ever walk away from this stunning thing.
From watching I have noted a few significant deviations from what the literature says for 2 of the species: the mantids and the millis. The milli's reproductive biology is absolutely *not* as outlined in scientific literature, and my mantids I have observed feeding *well* outside of the "live prey only" that the internet states(have not had time to check the literature for these guys yet). Very interesting stuff.