Some eggs can take a few days to hatch, so don't give up on them too soon. There've been occasions, though (more than one, I blushingly admit) when, after waiting for 10 days or more, I've had to admit that I've been carefully nurturing a little round blob of milkweed sap - I really must keep better track of the magnifying glass!
Keeping up with the milkweed supply is always a challenge for me, too. It's not yet established in my tiny garden, although I have high hopes for some I transplanted in this year. I'm starting seeds of common milkweed (A. syriaca) and butterfly weed (A. tuberosa), along with 4 or 5 others that were once native to my area, but are now pretty much extirpated in Southern Ontario. I hope to be able to offer seeds of these in the next few years to various conservation and naturalization groups, see if we can get some of these re-established. Meanwhile, feeding the current cats means repeated gathering expeditions to plots I know are safe and unsprayed. Washed leaves, stacked between damp paper towels and kept in a plastic bag or container, keep nice and fresh in the fridge for a week or so; you can pretty much count on needing around 8-10 hand-sized leaves per caterpillar, to take it from egg to pupa. Right now, I have 10 unhatched eggs, 22 first and second instars, 3 third instars, 5 fifth instars and 21 pupae (these from the first batch of eggs I found). Tomorrow will be a fairly serious milkweed gathering day!
As to containers, I started with big 1-gallon glass jars with milkweed stems in their own little vase inside, but these are a pain to keep going and keep clean. I had awful luck with 'communal' containers (a dozen or so in vented plastic boxes) - lost over 100 babies, one after the other, to who-knows-what disease or poison, despite sterilizing everything. So I've just sort of 'evolved' to the individual plastic cup arrangement I'm using at the moment, still tweaking the system. Just remember that, when the butterfly emerges, it needs room enough to hang upside down and unfurl its wings completely - I find the 12oz. cups are big enough, on the rare occasion I don't take them out on my hand or put them in a screen cage. As long as they have at least 3 inches between the bottom of the chrysalis and the bottom of the container, they seem to be fine. A twig or something for them to climb if they fall to the bottom is a good idea.
The milkweed is just beginning to bloom here in Southern Ontario, and we get three 'flights' of Monarchs each year. The eggs I'm finding right now are just the first wave. The adults of these will breed the mid-summer flight (mid- to end-July), who will then breed the migratory flight which emerges end of August to mid-September. So the Monarchs here will be laying mostly on past-bloom milkweed from July onwards. I'm still learning as I go along, too - I had no idea I'd find eggs here as early as I did. Speaking of which, I must go and see if any more have hatched, or if the big guys need anything more to eat - hope to talk again soon!