A lot of breeders use mealworms as the staple diet for their leos, so what the guy at the petstore told you was just a crock of ****. Crickets are more nutritious with a lower fat content than mealworms, but mealworms are a lot easier to care for, and they don't stink.
Refrigerating them slows down their metabolism so they don't pupate. What you might find easier to do is not refrigerate them, so you can let them breed. That way you don't have to constantly buy them, and you'll have a continous supply of mealworms.
They live in their food. I mix powdered milk, baby cereal, fish flake food together. Carrots are a good source of moisture, but if you can throw in more veggies like collared greens or alfalfa, you'll provide a better gutload.
-----
Lovin' would be easy if your colors were like my dreams...