New Here and Questions!

Just two males? Go for the smaller one. I don't think you'll have any issues with escapes either. Just make sure they have a couple different pieces of bark to claim as their own. 

 
Just two males? Go for the smaller one. I don't think you'll have any issues with escapes either. Just make sure they have a couple different pieces of bark to claim as their own. 
Ok, is it necessary to have the small one? Or could I just get the bigger one for more room for them?

 
It's just the two of them and most roaches love to squeeze into tight areas in most cases. I will say that my tiger hissers have no qualms about being out in the open though... With a couple pieces of bark, I see no issues. You'll likely want to breed them in the future though, so plan accordingly  ;)

 
I have one more question, the little guysbwipl be here today!!!! And I'm curious about light, should I set up a small lamp beside them, or are they fine in generally darker places?

 
They do fine without light. 
You can use red light if you want to see them (they hardly see red light, if they see it at all). 
I keep my roaches under red light in the evening, so I can enjoy them doing whatever roaches do. 

 
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