I have found the smaller you catch them, the easier it is to get them on pellets. It took me 3 days of starvation to get my 4" green sunfish on pellets but less than an hour to get my 1" sunfish on flakes.
Otherwise, they are great aquarium fish IMO. I've heard their behavior is similar to cichlids, but I have no experience with those to confirm this. They can be very aggressive and territorial, but I am hoping that my green sunfish will do okay with some common or gold shiners as tankmates. My babies still need to grow out more before I will combine them all.