For water, carrots, lettuce, romain, or other heavy water fruit/vegetable that isn't wet to the touch. Cucumbers are not a good choice but most others are fine. Egg layer mash, game bird mash and many other work well for food. I used oatmeal, cornmeal and egg layer mash for mine with the fruits and veggies.
You could order many more than 1,000 and keep them alive without much effort and save shipping costs or save money form buying in bulk.
As far as breeding, it is so easy there is no reason not. Place a 2 inch deep container full of sand in the box. Keep it moist, cover with some window screen and forget about it. The crickets will do the rest, just keep the sand slightly moist. You could raise 1000's of them without even trying. Place some corn cob bedding in the bottom and clean it out once every couple months.
I love taking my kids fishing, now if I could just manage to fish at the same time.