First, you would need a cricket keeper. You can either purchase one from a store, like so:
This is the smaller one. There is also a larger keeper available.
Or, if you're like me and want to go do it yourself, you can also make one fairly simply. Buy a large tupperware/food storage container. Use an awl to cut small holes on the top for air flow. Wah-la!
Next, purchase two small food dishes. There are some at the pet store for a dollar each. You will need these for food and "water."
For the food dish, use the cricket chow you can find at a pet store. For the water dish, I recommend soaking 2 (or more, depending on how many crickets you plan to keep) baby carrots for a couple of seconds under water. Then, chop them on into about 4-5 pieces. This is how I personally like to give them nutrients and water. There is a product called Cricket Quencher that many people use instead of the carrots. I find that more crickets drown in this than the carrots. It is a personal preference. You can certainly use the Quencher if that suits your needs better. So the two bowls should look like this:
The last thing you will need is egg carton. You can either ask the pet store to give you some (they often ask you) or you can save your own egg cartons and cut them into smaller pieces. I do both. I recommend buying crickets from the actually store, not the cricket to go containers. They often have a shorter shelf life. It is also cheaper to get crickets from the stock batch. We found out we have a better success rate of survival with Petsmart crickets over other pet stores. They take really good care of their crickets, and they already have them "gut-loaded" so you don't have to wait to feed your pet.
Make sure to store them in a dry place. Temperatures should be around 75 to 85 degrees or so. I tend to tell people to buy only a week's worth supply at most. Crickets have a short life span. Feed them to your reptile using feeder tongs. Crickets make an excellent food source than other insects so it is worth it to take care of them so that they take care of your pet!