The best staples are silkworms, roaches, crickets, and superworms, probably in that order (debatable!, I know). They have the best nutrients ratio to other feeders. They all have ther pros and cons - gutload ability, calcium to phosphorous ratios, breedability, smell, etc. Hornworms and waxworms are high in fat and should usually only be used as treats. Mealworms are useless.
Basically, a variety is best. I try to rotate to keep everyone on their toes.