One of my females mated at least a month ago. I can tell she's gravid, but no young yet. They live in a pretty spacious cage, with lots of "furniture". I keep it damp and put them under a heat lamp whenever I can. Is this normal?

Yes. While not having timed it out I think they take 6-8 weeks to produce assuming she had ootheca to fertilize ready. 12 weeks tops if there were no eggs developed yet. Make sure the "dampness" is not too much but not dry either, and try to get an average temp. 80 seems to work out fine, though mine are generaly around 74 and make loads of nymphs.

Wow, that takes much longer than I expected! I'm just glad that it is normal. Thanks Matt!