I've never breed crickets but they seem to be difficult to breed with a high mortality rate. I'm not sure on the exact nutritional difference between Crickets and Dubias but Roaches a GREAT feeders!
Dubias are pretty simple to breed. They're fairly clean, minimal smell and not a lot of maintenance. Dubias don't fly but males can flutter a few inches above the ground but I've only experienced that once in the few months that I've had them and he got only a inches off the ground and went right back down.
For dubias to breed you need a dark, warm (95F and Up) and humid environment so the likelihood of that happening in your house is close to non unless you live in an environment like that. Plus you need a male and a female to escape which might not happen if housed properly.