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.