Word of advice: don't get the giant ones. If the ones you got are longer than 1", they won't work. They are the same species as a regular mealworm, Tenebrio molitar. The giant ones have been treated with a hormone that prevents them from turning into beetles. They will never become adults, and thus never reproduce. You want normal small mealworms.
If you want something bigger, try superworms, Zophobas morio. They take pretty much the same care as mealworms, with one major difference. Superworms are cannibalistic, so in order for them to turn into beetles, you will need to remove them from the container once they get big enough and put them in individual cups. The flat tackle boxes with compartments also work, as long as they have air holes. Otherwise the other superworms will eat them when they pupate. Once they change into beetles, they can be added back into the culture.
You can tell the difference just by looking at them. Mealworms are gold all over, superworms have a dark head and tail:
http://www.nyworms.com/images/mealworm4.jpg
http://www.nyworms.com/images/Superworm.JPG
Size comparison:
http://www.worldofstock.com/slides/NIN1885.jpg
Regular mealworms max out at about 1", superworms at 2". You can buy both from pet stores like Petco, where they are sold as food for pet lizards. Either way, they won't stink up your house unless the bedding gets too moist and gets moldy