There was also a very informative video by Cathal Hughes on the Daiwa facebook page recently regarding harvesting and keeping redworms. I'm at work so unfortunately cannot link it here. But maybe someone else will be able to.
Dunno about it being the best way, but its very simple and works for me ... I'd been wondering the same thing myself and followed loads of threads and YouTube videos describing how to make all sorts of fancy constructions.
March this year I bought a big, clear plastic box from B&Q - a 35LTR one from the 'Really Useful Box' range. They have a good lid which is fastened in place with decent, robust clips.
I drilled a few small holes in the bottom (for drainage), and a couple in the lid to let in air (though I doubt it was necessary). The bottom of the box was then lined with a couple of layers of that cheap black material you buy to prevent weed growth, and continued up all 4 sides of the box to within about 6 inches of the top (it allows water to drain through, but worms will not get through it.
That was put into place in the garden on top of a couple of paving slabs - it gets little or no direct sunlight at all. I put some decent topsoil in there, made sure it was not too dry - nothing fancy - bought a kilo of dendras and put them in there.
They've been in there since March, have been fed just twice and are thriving - plenty of bigger than average dendras, loads of new baby worms replacing the ones I remove, and I've fished out literally two dead ones throughout the entire time