A variety of foods is always better than sticking exclusively on one food. It does not make feeding exclusively on commercial foods alone any better than to include fresh foods such as molluscs, crustaceans and vegetables depending on the dietary requirements of your fish, be it herbivores, carnivores, etc.
Liljag, please state the kind of fish you have so we can recommend you what you may feed your fish. Feeding live fish (unless you are able to breed them on your own and without risk of cross contaminating with parasites and harmful bacteria) is not really an acceptable practice. As already mentioned, a lot of feeder fish in question most particularly goldfish and rosy reds do contain high levels of thiaminase that discourages vitamin absorption which would have been beneficial for your fish's development.
In general, you must make sure your sources are clean of contaminants especially toxic chemicals, parasites and other things that can prove fatal to your fish. For instance, do not just pluck out earthworms from your garden without even making sure your garden had not been sprayed with insecticides.