Just be careful. Live foods can carry disease. Feeder fish are not kept in good conditions. They are stressed, kept in overstocked tanks in poor water and new ones are constantly added. They are VERY vulnerable to disease. If you want to feed live food, better to breed them yourself.
Also beware of frozen foods sold as "bait". They are not prepared to the same standards as frozen food intended for feeding aquarium fish.
If you buy frozen aquarium fish food, you can assume a higher quality, and many times extra nutrients are added. For instance, when I feed frozen brine shrimp, I always get the ones that are enhanced with spirulina. That means that the brine shrimp were fed a high quality diet of spirulina before they were frozen for my fish's consumption, so they are more nutritious.