Madagascar Hissing Cockroaches (Gromphadorhina portentosa) are some of the hardiest and easy-to-care-for pets that you can have — they're the perfect depression pets. If you forget to take care of them for weeks or months on end, odds are many of them will still be alive. I have the inkling suspicion that they cannibalize. The males have bumps or "horns" on their heads, while the females do not.
They're beautiful insects; they're large compared to most roaches and insects in general, a deep reddish-brown (you can even purchase roaches bred for their color), and — as their name implies — they hiss!
I am told by various resources that if you live in a temperate or colder climate, there's no risk of infestation if they get out into your home. I have gotten them to breed in captivity, though. Make of that what you will. Also, they're considered an invasive species in hot, humid climates, so if you live near the equator, owning them is not recommended.
Though some sources have a ridiculous amount of complexity to their instructions, I have found through trial and error that they're much, much easier to care for (while still keeping them healthy) than many resources would have you believe.
You will need:
1) A tank. For one roach, 2 gallons is fine. For 2-5 roaches, five gallons. For anything more than that, I would go with a 10-gallon. If you plan on having dozens for some reason, you could get a 20 gallon. The point is that you don't want the roaches to be too crowded or regularly bumping into each other.
2) Things for them to hide under and climb on. I would recommend having large mini-logs (branches) or half-log-houses positioned in such a way that they maximize the overall surface area that the roaches have available to climb and sit upon. The more surface area you have the better.
3) A spray bottle (for water). You can buy one from the dollar store, Walmart, the beauty supply store, whatever. Don't use one that had chemicals in it at any point. Roaches are hardy but it's not nice to feed chemicals to your pets.
4) Organic food. You can pick up a singular organic apple twice a month. That's it, that's all they need to eat. They're really cheap compared to other pets. I say organic because if it's not organic it's sprayed with insecticide. Roaches are hardy and potentially could handle insecticide, but I don't like giving my pets food laced with things designed to poison them.
5) Substrate. I just use potting soil. If you want to use that fancy coconut-fiber substrate or some bark derivative go ahead. Potting soil is cheaper. Just don't get anything with insecticide or fertilizer. I wouldn't recommend gravel.
Caring for them
Contrary to many guides, you do not need to purchase this special "insect water" gel, or "beetle food" pellets, or an automatic watering device, or whatever it is that people pimp up their insects' habitat up with these days.
To feed them, simply cut a slice off that apple and put it in the tank. That's it. They can smell very well; they'll find it in a few minutes (or, if not, definitely within an hour.) Leave it in there for half a week, a week, basically as long as you can leave it in before it molds. Don't let it mold. If the apple is in your fridge it'll probably last long enough for two or three feedings before it goes bad. They don't need to be fed often, especially if they're in a colder room, so every other week is fine. Every once in a while I'll give them something like a carrot or a tomato.
To give them water, just mist down their tank really good like once a week with that spray bottle. It's how they get water in the wild. They'll lap it up off the various objects in the tank, including surfaces and the sides of the tank. If you want, you can put a little water bowl in there and fill it a little bit, but not so much that they'll drown. I don't bother with that though.
They don't need light, they don't need a specific temperature, they don't need really much of anything but food and water. Once in a while I'll give them some dog food (soaked in water so it doesn't make them insanely thirsty) but I find that they're surprisingly healthy with a relatively non-varied diet.
How to tell if they're healthy
If they're healthy, they'll be alert active, alert, move (and hiss) when you touch them, and a deep reddish color. If they're unhealthy, they'll be super sluggish, turn yellow-ish, and not move much when you touch them. When I say "alert" and "active", I mean that you'll see them or hear them moving around or running about on occasion. They're very lazy animals, so they lounge around a lot. So, comparitively alert. Also, healthy males will ocassionally fight and spar with each other. That's fine, don't interrupt them.
I put a few plants in their tank once to liven it up, and they ate them. They were poisonous plants (pothos and some succulents), but the roaches were fine.
I got really depressed when I wasn't on my medication and didn't care for them for like three months, and the majority of the dozens of adults that I had remained alive, but all the babies (and a couple adults) died. Once I fed them a few times and gave them lots of water they all came back around and got healthy really fast. Like I said, they're hardy.
They're very noisy pets. They'll regularly hiss loudly in the middle of the night and you can hear them clunking around in the tank. I personally like the sound, I find it comforting. My friends hate it, they say "I could never sleep with that in my room" and "the sound is unsettling." Take this into account before getting them.
I got my first roaches from the entomology department of my local university, and they were very sickly. Not the least bit healthy. They croaked despite my efforts. I then ordered a pair of roaches from some breeder on Amazon or Ebay and the roaches I got were amazingly healthy. Also, the university charged $10 per roach, while the breeder charged half that. So that was fun.