I kept a couple of females several years ago, which I even successfully had mated and produced egg cases. Here are a few more tips.
Use gravel, sand, or a bare-bottomed tank instead of using soil. One of my matises developped a moldy infection on her abdomen, which I think may have been caused by constant contact with th earth I was using. She died within 3 days, despite all attempts to cure her.
In keeping with the above, provide a branch for her to crawl on. They favor clinging to branches or foliage instead of being ground-bound.
I preferred misting over leaving any receptacle with water in the tank. Again this could cause a bacterial or fungal problem. I also would also worry about them falling in or something. If you have a screen on top of the tank, just mist through the screen when you are passing. Water is vital not only for keeping them hydrated, but also to help keep their "skin" supple enough for their molts. A common problem with matises who have not had enough water is that their skin becomes too tough, and they get stuck or trapped when they molt. This is deadly.
Finally, it's my personal opinion that females make better pets than males. Once they have matured to the point where they develop wings, the females can generally not fly since they are too heavy. I'm not sure if it's because of this (being stuck at your mercy, so to put it) but the females become unafraid of people fairly quickly. The 2 males I kept for breeding were skittish the whole time I had them, and would try to fly away at any opportunity.
For insects, they *seem* very personable. They watch you, get used to your habits, and will even come to you at feeding time.
If it's the Eastern kind you're after, (actually called the European mantis. It's introduced) I doubt very much you'll find any right now. They are an annual species, and will invariably die in the wild by early December latest. Usually you won't see them outside before June-July.
Take care!
Chris