I use led light strips that I can dim, as well as change the color.
During the day I provide them with white light, but not very bright. In the evening and night I switch to red light. The latter is interesting, as roaches hardly perceive red light, and a such act like it's dark, while I can still see and observe them.
Downside with led lights: they don't provide any useful heat, so I have to use heating pad (preferably at the back if the enclosure).