What kind of orchid are you trying to use? Most of the regularly available orchids you find available thrive when neglected by the average consumer because they hate being kept damp--many of them die because their new owners think they need to be watered more frequently than they actually need to be. Orchids of the genus Phalaenopsis for example, need to be allowed to dry out a little before watering or else the roots suffocate, rot, and the plant dies. The more humid the enclosure, the lower the frequency of water for most orchids. Terrestrial orchids such as those in the Paphiopedilum genus do much better in damp, low light conditions as long as they're not waterlogged. If you like misting or spraying your enclosures frequently to provide your mantis with water and humidity, most warm-growing orchids will not appreciate it unless you have excellent ventilation. There are a lot of neat cool-growing orchids that would love constantly damp enclosures, but their optimal temperature ranges fall short of the temperatures preferred by orchid mantises.
The most overlooked part of keeping an orchid in an enclosure is the type of substrate. You need to provide them with substrate that drains well. Coconut fiber and peat won't work since it suffocates orchid roots, but coconut husk and bark would work with the large air pockets it creates. Long fiber Sphagnum moss can sometimes work, but it depends on the type of orchid and whether it's fluffed up or compacted.
I've personally used Bifrenaria harrisoniae when housing my female orchid mantises. They're hardy orchids with roots that can handle wetter conditions and they have excellent leaf surface area for oviposition. The only downside is that they bloom once a year and their wonderfully fragrant flowers do not last very long. I use them more for utility rather than for aesthetics, but their growth habit makes them interesting to look at even if they aren't in bloom.