Two main traps are light traps and ferment traps. Both can consist of a 5-gallon bucket with downward pointing cardboard cone. The cone fills the mouth of the bucket to prevent most captures from coming back out. A black light is placed just above the cone. The ferment bait (often molasses and beer) is placed in the bottom of the bucket in a small, screen lid container. The screen is important to let out the smell but not drown attracted bugs. You can buy the bucket black light traps but it would be far less expensive to make one - a tad tricky as you figure out how to make a support for the lid and light though they could be fastened to a tree with screws. The supported lid is not required but prevents the bucket from filling with water in case of rain.
However, I think your best bet would be to go hunting and flipping over logs. Of course be prepared for any dangerous animals you might encounter and be careful. I'm excited to check out pictures of your captures, Australia has some of the most beautiful roaches there are.