The easy solution to not have to buy crickets daily is to buy a cricket keeper and then buy them weekly, probably about 50 at a time. There's some pretty good commecially available cricket food that's not too expensive too - I personally use this stuff called cricket yummies that I've been able to find at most pet stores.
It's ok to feed mealworms, but many people are of the opinion that crickets are better nutritionally (though you should definitely dust them with vitamin powder). Also, I tend to think that they're psychologically better for the gecko, because as a predator, the gecko wants to eat something that moves, not something that just sort of lies there.
That's the likely reason that your gecko won't go after the mealworms - they don't move enough. It is possible to use a tongs to pick up the mealworms and offer them to the gecko that way (generally they squirm around more when pinched, thus seeming more like food to the gecko), but ultimately, some geckos just prefer one type of food to another - yours may or may not ever decide to eat mealworms.
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0.1 Albino Leopard Gecko - Tigger
0.1 Crested Gecko - Pooh-Bear