The herp people have keeping and raising crickets down to a science. One thing I forgot to mention is it's easiest to put the food on a plastic lid, like a cottage cheese container lid. That way you can take it out for cleaning. There's a really good guide complete with pictures here:

Frog Forum - Culturing Crickets - Care and Breeding of the Common House Cricket

It goes into breeding quite a bit, but I would avoid that if you just want crickets to fish with. They live about 8-10 weeks and do not reach fishing size until around week 7.