Hi AngieP
Can you take a picture of your spiders abdomen, It looks dark from the picture.
Give your spider a chance to do hes thing, he knows what he is doing!
The fact that he is climbing like that means he is still healthy and being active.
Before he is going to molt he will start flicking he's hair of he's abdomen he will also become sluggish and sit around and then start laying a molting mate.
How big is your tank you have him in know?
You can move him to he's new enclosure if you you would like to do that, it wont hurt, he might even molt out sooner.
Then your question regarding which feeders to use.
I use both crickets and roaches, I think it depends on what you want to use.
How many spiders do you have at the moment?
If you only have one then roaches are the way to go, as they can stay alive much longer than the crickets, this will save you money at the end of the day.
The crickets tend to die off so buying a tub and your spider will not finish all of them off is kinda a waste, unless you have more spiders!