It is my opinion that the best overall food for leos are crickets. You can look up the nutritional information and compare for yourself at most online feeder stores. We tend to offer things like wax worms for the rare treat.
The other reason I feel very strongly about crickets is the psychological aspect. These are predators in their natural environment asking them to eat a bowl of worms or a worm on a tong isn't as satisfying as hunting their own food. Certainly, I would miss watching the tail shake just before they strike. All of our geckos are cricket fed and the only leo I have known personally that was greatly overweight, was the one not allowed to hunt.
That's my 2 cents, I know there are people that will argue for meal-worms, usually saying the crickets are a hassle or they smell. When I hear that I get upset, when someone gets a pet, they get all the responsibility too, even if it is unpleasant or inconvenient. (And crickets are easy to keep alive and the stink is very manageable if you care for them properly.) There are very good reasons why most lizards are raised on crickets primarily and worms secondarily.
Hope this helps, sorry if I seem like I'm on a soapbox, it seems like I have been advocating crickets to a lot of deaf ears lately and I am frustrated, but not with you. Good luck.
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0.1 Albino Leo Gecko
0.1 Crested Gecko
1.0 Dear Boyfriend
Departed: Harvey and Spock