Well there's a couple ways of lighting - some people use a canopy that sits on top of the tank, these can usually hold low watt bulbs and UV bulbs. Other people use a ceramic and sit it on top of the tank using a dome (so that the heating ceramic doesn't sit directly on the mesh). You can put the bulbs inside the tank and attach it to the mesh however this is more difficult and can result in burns if it's not used properly/the cresties is silly.
A link to the canopies I'm talking about > Reptile Light Canopies - Surrey Pet Supplies
Which ever choice you pick (if you do) you'll need to use this in conjunction with a thermostat and digital thermometer.
You can feed live however often you want really and in whatever quantities he wants. You'll soon learn how often and how much he'll eat, so it's very specific to each individual. If he'll eat more than 5 in a sitting, then give him a few more. Just make sure any live food is dusted and gut loaded. Are you using any crested gecko diet?