I've had them packed both times I ordered in plastic deli containers with little holes poked in, but I was ordering large nymphs that couldn't escape, and not-too-small dubia. Inside the containers were either small chunks of egg crate or balled up papertowels to keep the roaches from bouncing around. The containers were then packed with newspaper to keep them from shifting in the box. You can buy new and unused deli containers from any grocery store deli for a small amount. When I worked deli they were like 25 cents each.
Small feeder roaches are another story. I received and subsequently shipped lats in a well-sealed cardboard box (taped on the inside and outside) that was then packed into another large box for safety. It was not fun getting them unpacked or packed since they can climb cardboard with ease.
Boxes can be bought at Walmart for around 50 to 80 cents depending on the size. You don't have to use a large box, just something that will fit the containers and give some padding in case it were to get crushed a bit. The USPS also provides free boxes when shipping Priority or Flat Rate, so you don't have to pay for the box at all, but they only come in a few sizes. Always always always use a good clear "packing tape" as it's designed to hold tight in wet weather, in heat, during movement, etc.
As for shipping, Flat Rate is usually the most expensive option if you're only shipping a small amount and you can't fit it into the boxes they provide. (I swear they went with that box size since they are so useless in most cases. In order to ship something normal shaped you're basically paying twice as much as you have to in order to send it in the medium box.) USPS bases pricing off of both weight and distance traveled. Usually their regular Priority service is a better option as you can use the right sized box and still save a few dollars over flat rate. Do you have a kitchen scale? You can box it up, get a weight, and use the mailing and receiving zip codes to find out the cost online here:
http://postcalc.usps.com/ You can also explore the different options available, including Flat Rate. Ordering the postage online can save even more money as they give you a discount for doing all the work and printing it out yourself, and it includes free tracking. (Can you tell I've done a TON of shipping this year. :lol: Worked out all the kinks back in January, and I have no fear of the USPS anymore.

)
You CAN say you're shipping roaches since they are a "non-poisonous insect". Label the box Feeder Insect or Live Insect, and make sure you can refer them to the publication below since if you have a small post office they've likely never mailed roaches before and will want to check. If they give you too much hassle, head to another office.
http://pe.usps.com/text/pub52/pub52c5_007.htm
526.6 Small, Harmless, Cold–Blooded AnimalsSmall, harmless, cold–blooded animals, except for snakes, turtles, and turtle eggs, are mailable only when they meet certain requirements. For some examples, see Exhibit 526.6.
Exhibit 526.6Requirements for Mailing Small, Harmless, Cold–Blooded Animals (Except Snakes, Turtles, and Turtle Eggs)
General Requirements:
All animals in this group:
Must be able to reach their destination in good condition in the normal transit time between the mailing and address points.
Must not require any food, water, or attention during transport.
Must not create sanitary problems.
Must not create obnoxious odors.
However, if it's boxed well and they aren't making noise, sometimes it's better to ere on the side of caution and just not say anything. Mark the box FRAGILE instead. That's what I did when I sent my hubby with them before work.