Commonly known as the Madagascar hissing cockroach, as well as the hissing cockroach, or hisser. Adults are 2-3 inches long (5-7.5 cm) and are reddish brown in color with dark heads and legs. They can scale glass, and unlike most other cockroaches, neither the males nor females have wings. Adult males can be distinguished by horn-like protrusions from their "head" (technically the pronotum, which is behind the head.) While they do hiss when disturbed, these roaches do not bite or sting.
Madagascar hissing cockroaches come from the island nation of Madagascar, off of the Mozambique coast in Africa. Madagascar features a warm monsoon season with average highs of 82º F and a cool dry season with averages highs of 70º F.  The ideal breeding temperatures for hissers is reportedly between 75 and 90º F.  They can be found in rotting logs where they feed off of organic matter, primarily vegetation.
Adult roaches are commonly deep- or pan-fried, but can also be consumed raw, sauteed, or boiled. Six Flags theme park has, in the past, ran a promotions whereby individuals can jump to the front of the line by eating a live Madagascar hissing cockroach, though some health professionals discourage people from eating live cockroaches. They reportedly taste like greasy chicken. Some people find the legs or shells unpalatable.
Find cockroach recipes on Entomophagy Wiki.
Madagascar hissing cockroaches can easily be kept as pets, as they are docile and do not bite. Additionally, because they require warmer temperatures to breed, there is little concern about a escaped roach causing an infestation in most parts of the U.S.
The roaches appear to do fine without any substrate, which aids in the cleaning of their enclosure. They should be fed fruits and vegetables, though some breeders include cat or dog food in their diet.
They can be kept in a plastic storage bin with egg crates and a heating pad to maintain a temperature between 75 and 95 degrees.
This video shows the basic setup:
Some U.S. states do not allow Madagascar hissing cockroaches to be kept without a permit. Those states are Arizona, Florida, and Tennessee.