I have pet dubias, they are a bit slow to get going but if kept warm and fed they reproduce better.
They don't fly or climb, they have no smell that I can detect, they are not prone to cannibalism, the only sound they make is rustlingif they all get startledand run for cover. And since they prefer fruit you don't have to water them.
Mine live in a 20 gal aquarium with just cardboard and food.
I've kept crickets, and mealworms but dubias are far and away the easiest, just watch out for fruit flys.