The temperature in the cage should be 65-95F . At low temperatures the roaches will grow and breed much slower. No special lighting is needed, they prefer darkness. The cage should be cleaned every other month. Do this by removing all the roaches and wiping the cage floor with a dry paper towel.
Some roaches do better without any substrate, others like to burrow in it.
If you have a species that likes substrate, I recommend that you change it every 8 months and remove any uneaten food. My favorite substrate is peat moss, it is cheap, clean, and lightweight. Breeding Cockroaches do this on thier own pretty easily. All they need is the right temperature and plenty of food and water. Some roach species have their eggs hatch inside the mother, while others lay egg capsules on the ground to hatch.