Earthworms are great, mealworms(I usually start juvies on these), mealworm beetles, grasshoppers...if you have a parachromis chopped tilapia, shrimp, krill they really love to. If you feed them too many treats they'll get spoiled and not eat the pellets though then you have to play the starvation game...omnivores you can use broccoli, carrots, peas(laxative), oranges, etc.
The more it squirms the more they seems to enjoy it...Crickets are more for mental stimulation, but you can gut load them and mealworms with some great stuff. I feed mine crushed omega 1 pellets and flukers feed.