Just keep them in the container they came in. If you want them to last for several months (with 500, I'm guessing you'll want them to last as long as you need them to!), cool them down to 50-60 degrees. Most household fridges are too cool, but a wine fridge works well.
If you think you'll go through that many in less than 3 weeks, keep them out of the fridge at room temperature, and just feed em off! You can feed them cricket food to make them grow, I've fed them the green Total Bites sold for crickets, some sites recommend cricket mash, it's whatever you find easiest. Just don't overdo the food, you don't want it spoiling in the container.
