Variety is key. Most people staple with crickets and dubia roaches, offering butterworms, hornworms, superworms, mealworms, and silkworms as well. Gutloading properly is very important - what the bugs eat your chameleon eats too!
Make sure whatever you offer your chameleon is no wider than the space in between his eyes.
Try to avoid wild caught insects though... the risk of pesticides and parasites, and improper gutloading is high.
If you have a veiled, you may also offer fruit and veggies - but he might not want them. Mine loves small pieces of strawberries, so I offer him some as a treat.
I agree - variety is the way to go. Aim to have at least 5 different types of feeder prey every month, with no single prey type make up more than 40% of the chameleons diet.
crickets
locust
cockroaches (multiple types - common ones used include dubia, turks, hissers)
silkworms (and moths)
butterworms
blue bottle flies
termites
terrestrial isopods
indian walking sticks
superworms
soldier fly maggots (pheonix / calci worms)
mealworms (and beetles)
etc