NLS pellets makes up 90% of my feedings. A little frozen mysis and some Omega veggie wafers makes up the rest. I've messed around for years with other more exotic foods with no better results (and usually worse results). My fish are all outside, so they get the occasional insect I suppose, and they MAY be grazing on algae, etc. too.
The better pellet brands offer pretty complete diets now (didn't used to be the case).