Keith,
You don't want a colony with only one gecko. LOL, that's like taking care of another pet. In theory it sounds good, but the reality is there will come a time when your geckos appetite will slow WAY down, and he'll only be eating a couple bugs a week. The best bugs to feed your gecko are dubia roaches, crickets and mealworms...pretty much in order of nutrition too. Most of the other bugs are pretty much "snacks", LOL. Dubias pack the most bang for nutrition for sure, and they're actually kinda soft...not at all as hard as they look. Have you picked one up yet? Wait til you stick your tongs into a container full of large dubias, and they start "crying"...it is the spookiest/creepiest sound I've ever heard a bug like that make, LOL. It will startle you. They give me the willies and I don't like handling them, but my Scooby loves them. He's 11 months old and he eats the big 1 - 1 1/4" dubias too. Dubias are great because they live longer (I notice way less die-off than crickets). I think they are more expensive though because they are a slower growing insect. Make no mistake though, dubias like heat just as much as crickets. In fact, they say they’ll grow faster in warm environments…which is why when my next shipment comes in, my dubias are going to a warm spot in my place. Scooby likes the big dubias! And I don't do a dubia dish. They are way too expensive for him to waste. I gutload them for 24-72 hours on fruits, veggies and Superload powder. Then I pick one large one up with the long tongs, and place it lying on it's back right in front of Scooby. He watches it wiggle to right itself up, and chomps it.
When I bought Scooby this past January (my 2nd gecko), I decided to do everything by the book this time...just like you. I dove headlong into researching everything about leopard geckos. Visited tons of sites. Absorbed tons of info. My goal this time around was to raise this little guy with a broad spectrum of bugs to eat. In the beginning, he ate every single bug I put in front of him...dubia roaches, crickets, superworms, mealworms, giant mealworms, butterworms, Phoenix worms, hornworms and waxworms. Over time, he decided he no longer liked superworms AT ALL. And now he is thumbing his nose at any kind of mealworm (I won’t give up though). He loves his dubias and crickets though. And every other meal or so, I give him butterworms or hornworms. I refuse to give him waxworms though, as they are like gecko crack and they can get very addicted to them and tune all other foods out (trust me).
While your gecko is young, if he's left alone and unstressed, he will eat alot of food, and you will go through alot of bugs quickly. Around 10 months that will slow down...a bit. Around 11 months, days will come when he won't want food, and he'll skip a day or two. Then for no reason, his appetite can pick up to eating daily again. This can fluctuate alot til he's around 1 1/2 - 2 years old. Then his appetite will really level off, and he'll be skipping days between meals from then on out. Who knows though, I have heard of older geckos that still like eating everyday...a bit.
Anyway, my point is unless you're raising a number of geckos, I wouldn't recommend any bug colonies. I buy my bugs now online from Rainbow Mealworms in California. I like to deal with them because they can do a hold at the post office, which means during freezing winter they won't drop the package in front of your door, killing all your bugs, LOL. The drawback is I have to drive to the PO. But at least all my bugs are alive when it's cold out. Also, these folks raise these things specifically for people to eat (crazy) and for reptile owners, so we know we're getting bugs that are free of disease and parasites. Anyway, I've gotten a number of orders from them now, and they have super fast delivery. I order a bunch of bugs...in fact, I have an order coming in now for (50) 1" inch crickets, (25) hornworms, (20) .75" dubia roaches, (250) medium mealworms. This will last Scooby about 1 month or more (the mealworms longer - honestly, alot of bugs will die before he even eats them, as they do just die over time no matter how well you take care of them). My bill came to 30-some dollars (…but I also bought more Bug Burger…the bugs love this). But hey, if I had a cat I'd spend just as much money each month on food and litter. I guess it's the price of owning an exotic pet.