On-line food
Herpfood.com is cheap. As long as your order is>$10 shipping is free. You can get multiple insect types and various sizes as well. I buy from them often
Potential reasons you may not want to get them from there. On arrival, there are many dead crickets (not a crazy amount though.) I think they give you more to start off with, so it about evens out. I suspect that they are probably not adequately gut loaded right out of the box, but 24-48 hours of good nutrition by you gets them back into shape quickly.
If you get silkworms, you are not provided with any long term food or media. Same with mealworms, superworms and waxworms.
For me it is worth my time to rehabilitate the bugs. I was going to do that anyway, reguardless of the source. So, it ends up being cheaper overall.
One thing I highly suggest is raising your own dubia roaches. They don't really climb, fly and they tend to stay in the storage box regardless of vasaline. They don't smell, they don't take up any room at all. They are a good base diet (like crickets) and they breed relatively fast if you start off with a large enough colony. I keep 2 small sweater boxes, 1 for adults and 1 for small to medium nymphs that are not to big for consumption.
If you are interested, I suggest finding someone who will sell you a base colony for $30-$60 (for 100-200), otherwise you will be spending anywhere from$.50- $1.25 a roach. Otherwise Blaberus.com is who got me started. They also tell you how to keep your roaches. (It is really easy.)
Hopefully that was at least somewhat helpful.
Matthew