I would suggest trying to vary the diet as much as possible.
I really like the saltwater multipack by San Francisco Bay Brand. It has 4 different varieties of food: Marine Cuisine, Emerald Entrée, 100% Squid, & Omega-3 enriched Brine Shrimp.
It offers a good variety of food and has vitamins. I also break up frozen krill and mix it in. You can choose other stuff to mix in as well.
I try to avoid live feeder fish, especially guppies and golfish. They are bottom feeders...basically, they eat mostly crap. Now personally, I wouldnt want to feed that to my fish...would you? =) Once in a while, maybe...for the entertainment factor and I'm sure they love to chase down their food...
hope that helps. You can search out the forums, I have seen several threads of people making their own food from grocery store products...havent tried that myself yet.