I usually purchase a dozen at a time, and I use a Kricket Keeper. They climb up into the black tube that inserts into a hole in the lid, so dispensing them is very easy. Just take out the tube and tap them into the cage with the critter you need to feed.

As for what I feed them, I have a LARGE jar of gut-load. So far, I've had only 1 casualty in a week - the rest have been eaten by my Red Eyed Tree Frog, Kermit. I don't even bother to use substrate. They're all up in the tube anyway...