I just have hissers (way easy) and banana roaches right now. The banana roach population booms and crashes, but mostly the crashes are due to negligence, and I don't really care because there gets to be so many of them. Interestingly darkling beetles help the clean up the colony, but I think they eat newly molted adults, but somehow not the nymphs.
I found a pale-bordered field roach outside last fall. I was super excited, I didn't know they lived in my area. I went to get a jar from the garage, and it got away and flew into the light fixture. So I guess that was the most challenging to culture.
I really want to get more species. But I don't really have a reason for it right now. But I still want them.