Keep them warm (70s-80s Fahrenheit). Most feeder roaches won't develop at room temperature (this fact is why it's hard for most to infest homes).
Offer nutritionally complete food (fruits, veggies, dog food). Don't offer cat food, as the high amount of protein tends to cause females to abort their oothecas.
"Water crystals" are a good source of moisture, but roaches will also drink the water off the glass if you mist. "Wet" foods (especially cucumbers) can supply sufficient moisture as well.
Offer plenty of hiding places, and don't disturb the colony while waiting for its population to get high enough to feed from. Disturbances can also cause females to abort oothecas.
For glass-climbing species, a thin layer of vaseline around the top two inches of the tank can prevent escapes (note that some species will be able to climb the silicone sealent in the corners of aquarium tanks).
For ootheca-bearing (non live-bearing) species, provide a layer of moisture-holding substrate, such as coco fiber or peat. Too dry an environment will prevent ooths from hatching.