I raised 3 Peacock Praying Mantids over the last year, Pseudempusa Pinnapavonis.
Mantids are pretty cool creatures, you can keep the small ones in plastic pint cups with mesh or netting on top, for the adults I made custom net cages. The habitat should always have something for them to cling to on the roof, and be 3x their length in height. This ensures that they don't have problems when moulting (they become crippled if they can't escape their own shed).
Unlike most reptile keeping websites, Mantis communties tend to recommend feeding them wild insects. It's a more natural nutrition, and the risk of parasites is pretty irrelevant since these insects usually live only a year or so, not really long enough for a parasite to cause severe problems.
They love moths and grasshoppers. Do not feed them wasps or bees or anything too large that could damage them.
Paul