Outside of a few products such as PE mysis, IMO you can get a FAR better bang for your buck buying at a local market, and in many cases, a much fresher product as well. Buy fresh, freeze for 48 hrs at 0F (-18C) to destroy any potential parasites, and use up within 30 days or so. Freezing will not destroy all micro-organisms, so there is still some risk involved in feeding frozen products, but freezing certainly minimizes those risks.
Freezing tends to also increase the concentration of thiaminase in tissue, so the shorter the duration in the freezer, the better. Little is known as to how thiaminase affects various species, and according to various studies the amounts found (even within the same species of fish) tend to vary as well. Most public aquariums tend to supplement to avoid deficiencies.
A good read on the subject.
http://www.wetwebmedia.com/ca/volume_6/volume_6_1/thiaminase.htm
and another
http://www.nagonline.net/Technical Papers/NAGFS00597Fish-JONIFEB24,2002MODIFIED.pdf
HTH