I order crickets in 2000 quantities through the mail. It is way cheaper than the pet store and very convenient. I believe that the smallest quantity you can get through the mail is 500 but different businesses have different policies so you will have to check around.

Housing the Crickets
I keep my crickets in a 10 gallon fish tank with a screen cover. The screen cover is the kind with very small holes. The smaller crickets can get out of the larger holed ones. Actually some of the larger crickets can squeeze through those holes. Anyway... stick with the tiny hole mesh and you will be all set. As for where to place the whole tank; maybe your basement or if you have a nice garden shed in the yard that could work too if your climate allows for it.

Transferring the Crickets
Getting the crickets out of the box and into the tank can be a daunting task. The first time I did it there I had mass cricket escape and they were everywhere for weeks. It was so bad that I had to resort to squishing some of them. After that nightmare I figured out that the best thing to do was not to open the box the way it was intended to be opened. Instead, you want to cut the box open on one of the short sides (side with the screen on it) with a good pair of scissor/snips or a razor blade. First you shake the box so that the crickets all go down to the other side. (You don't want to be hacking them in half.) Then you start to cut all around the edge with the screen until it is totally cut out. Now, very quickly you have to rip the cut-out section off and flip the box over into the tank. Then you just start shaking it A LOT until you think that they are all out of there. The trick with the shaking is to not shake out the egg cartons, just the crickets. You can kind of hold the egg cartons in place with your fingers while shaking the box. Once you think all the crickets are out flip the box back over and take the egg cartons out one by one. Check for any leftover crickets. If there are any just flip the egg carton upside down on the tank and whack it once or twice. Any leftovers will fall into the tank. Check the "empty" box after all the egg cartons are gone. There may be a few resilient ones left in there. All of this has to be done rather quickly or you will have escapees running all over the place. Once you have done this a couple of times you will be an old pro at it. Generally speaking, after all the shaking I do to the box there are none left on the egg cartons.

Now you need to rip up some of the egg cartons to give the crickets something to walk around on. It gives them more floorspace. If you just leave them on the floor of the tank they will crush one another. I rip the cartons into pieces that are about 6-7 inches square and stack them to about halfway up the tank.

Gut-loading the Crickets
You can't just keep them in there until it is feeding time. "You are what you eat" is a good thing to remember here. The better you feed the crickets, the more nutricious the dinner your herps will get. This is called "gut-loading". With that in mind I feed my crickets ground up (in a nut chopper) dry cat food and dog food a lot of the time. They also get leftover iguana salad (chopped veggies and greens). You can also feed them fish flakes, oatmeal, other meals, etc. Anything nutritious that you have laying around. The ground up leftovers in the bottom of (non-sugary) cereals works too. Crickets will eat just about anything, just make sure it is nutritious. For liquid I give my crickets slices of orange or some "cricket water". Oranges are better than water because they are packed with Vitamin C and the crickets can't drown in it. Don't put a dish of water in there because you will have lots of drowned crickets. They hop in and can't hop out. I also use the "make your own" water crystals that you add water to.

No-Touch Method of Cricket Handling
I know there are lots of you out there that would rather not have to ever touch the crickets. Here is the no-touch way of doing it. All you need is one of those tall deli containers, the ones that are about 7-8 inches tall and 4 inches wide. Cole slaw comes in them. All you have to do is place that container in the tank with the crickets, grab a piece of egg-crate with crickets on it and whack it on top of the container. The crickets will fall in to the container and cannot get out. Be careful not to do this too close to the top of the tank or you will have them hopping over the side to freedom. Once in a while you get the super cricket that can hop out of there, but not too often. Now you can dust the crickets with calcium or vitamins if you wish and dump them into the tank with the hungry lizard! No touching necessary. For those problem feeders you can use forceps to grab the back leg of the crickets in the container. They are a bit easier to catch in such a confined space.