What species you gonna get? For AGBs I use four to six inches of coconut coir (Bed-a-beast, eco-earth, etc.) mixed with a couple of handfuls of aspen shavings. I top this with a couple of inches of decomposing oak leaves and wood. I put a heat mat on the bottom of the tank (outside) and cover it with cage carpet on the inside. I also cover about two-thirds of the top with a sheet of plexiglass.
Not too sure of the specific species yet, I've just started looking into millipedes. All I know is that I want something nice that I can play with and let crawl all over me. The one in your picture looks like the kind i was thinking about. The giant black ones? Yeah.
Tips? I've noticed that the more "exciting" the habitat, the more likely you are to see them. Mine would normally spend all day in their hide . . . after I transferred them to a 40-gallon with plenty of oak sticks, leaves, and assorted "undergrowth debris," they seem to come out and explore a lot more.
And since no one else said it, never use any softwoods (pine, cedar, etc.) in the tank.