Roaches are very quickly gaining in popularity as the primary feeder insect in many collections. This has only really happened over the last few years.
The main reason that crickets and mealworms etc are all that's mentioned in the literature is that's what people are used to. for decades that's what was available and what people used as feeders.
One of the biggest obstacles to people trying roaches is what I call the yuck factor. To people in this country, roaches are only a pest that infests your house, and definately not something they want to bring in intentionally.
The fact is there are around 5000 species of roach worldwide, and only about 50 or so of those are actually pest species, meaning they inhabit human dwellings. The remainder serve a vital function in nature as a huge clean up crew.
In fact none of the roaches I keep have the ability to infest my home. Escapes are inevitable, but they never survive. There are several factors that play a part in this, but one of the most important is temperature requirements.
Of the roaches commonly available today, I'd have to say the lobster roach is the best feeder, especially for smaller lizards. They have the highest reproductive rate, and are exceedingly easy to raise. They also remain small (1.25" at the biggest), and are softer bodied for easier digestion.
The only drawback with them is they can climb glass, so this has to be taken into account in your feeding methods.
There are a few species of non climbers available, but they have a significantly slower reproductive rate than the lobsters, and some are prone to wing biting and require more attention to their food intake.
Madagascar hissing roaches are currently the most popular roach, again because that's what people are used to, but they are only really suitable for larger lizards, especially monitors.
They have a serious exoskeleton once mature, and are hard to kill let alone digest. Plus, it takes a bigger lizard to get down a 3-4" roach.
The short answer on gutloading is I don't. That's a practice that's been really over hyped and is promoted by those with small collections generally.
It's a fine practice, but try it with 10,000 roaches sometime. Gutloading 1000 crickets isn't even practical.
Anyone with a good sized collection quickly realizes that gutloading in the classic sense is an excercise in futility.
Few people remember than when gutloading was first proposed a 12-15 years ago, it was primarily for the purpose eliminating, or greatly reducing the need for supplmentation. It has since suffered the same result as the UV light issue and has become accepted as the gospel by many people. The truth is it's great if you do it, but nothing is going to die if you don't prepare a salad or use some expensive commercial gutload for your bugs.
The staple diet I use for the roaches is chicken laying pellets and apples for moisture. The laying pellets are fortified with calcium and that's the best I can do considering the number of bugs I have. I also dust with Miner-All at regular intervals.
They also get random vegetable scraps at times rather than throwing them away. I suppose that diet is a form of gutloading on a very basic level, but I don't go to any trouble just to make sure I do it.