NLS, Hikari, and Omega One all have a pretty good pellet. If you need the convenience of feeding pellets, then I recommend getting them on those pretty reliably before adding other things for treats. You can use frozen blood worms, brine shrimp (w/spirulina would be great), mysis shrimp, and slices of fish fillets (Tilapia, Cod, Pollock to name a few.) I also use frozen scallops, krill, octopus. Vary their diet as much as possible and you will have very happy fishes. I go to Asian Markets for my fish needs, and find some very affordable prices on all the things listed above (other than the mysis, krill, bloodworms, brine shrimp since those are pet foods, and not used in the human food industry.)
I also make my own gel foods, to incorporate more vegetables into their diet. It's really easy, and you can freeze what you aren't using at the moment so it "keeps" for a long time.