If you want to try a variety of things then ento market is probably going to be your best bet. I've heard good things about them, though I've never ordered from there personally. They have lots of different kinds of insects so you can order a little bit of everything to try them out. I think crickets are a good place to start as they're really versatile. They can be tossed with oil and seasonings to make snacks (or bought pre-seasoned), substituted into many dishes if you just order the dry roasted kind (cricket stir-fry anyone?), and they can even be powdered and used as a high-protein flour substitute for baking.
There's actually also a surprising amount of insects available on amazon. You could get something like this if you want to get a variety pack. I would shop around on both sites and compare prices. Be careful with the pictures and read the package weight carefully, as a lot of times the pictures for insect products make it look a lot larger than it actually is.
Honestly the big hive is overkill for how easy mealworms are to raise, definitely go the DIY route.
If you wanna do a system similar to the Hive: get 5 drawers/containers. Four drawers will have larvae at different stages of growth, and the fifth drawer will have the adults, pupae and eggs: https://imgur.com/a/nUxfMIA. Pupae at the top so they don't get eaten by the beetles, and there's a drawer inlay inside the beetle drawer: it has a fine mesh at the bottom for the eggs to fall. Every 18 days, you harvest one drawer of larvae, and move the inlay into the new empty drawer to inseminate it with new eggs.
Get yourself a sieve to sieve out the frass, I use something like this
I feed mine wheat bran and a piece of carrot every couple days. Go for it!
I found it interesting that a popular (and expensive) recent book says something similar. Actually pretty negative in terms of using insects as a protein source.
As the industry grows there's going to be a LOT of pushback from entrenched industries looking to discredit entomphagy in any way they can. The Time article from a year or so ago went there.
Under the right conditions (primarily temperature), and fed the right food source, crickets (and other edible insects / arthropods) are an efficient and cost-effective protein source.
On Eating Insects https://www.amazon.com/Eating-Insects-Essays-Stories-Recipes/dp/0714873349/ref=sr_1_1?ie=UTF8&qid=1510820964&sr=8-1&keywords=eating+insects
Yeah that is the other main barrier. Videos showing how to raise and store (freeze if you don't have time to cook or don't have enough to make a meal yet) mealworms and superworms could be made, since they're silent and odorless making it so you can breed them anywhere. Then maybe tutorials on some other insects.
Still even then not everyone has the time/patience to raise their own food.
I've seen people buy packages of frozen crickets but I don't remember if that was just at an Asian market or actually in Asia. If they do have it at some Asian markets in the states/the west then that would be an option for some people.
Buying the ones sold as feeders is fine but might be a little costly.
Edit:
Here is some dried mealworms: 5 lbs for $60.
That's actually a decent price for a desiccated protein source. It doesn't say it's for humans but that wouldn't stop me.
Videos that would get people interested in it of course would only help drive the demand up though, which would possibly increase availability. I'd be hopeful HD videos of using insects just like regular food could go viral, at least due to shocking people. But out of everyone who sees it some would think it looked good or that they wanted to try it(when I first saw people eating mealworms as a kid, I didn't think it was disgusting at all and wanted to try it myself).