I use a staple of mealworms, with butterworms and waxies every now and then. I used to use crickets BUT lost one of my geckos a while back. All his fecals came back fine but he looked aweful. The vet gave meds that didn't do anything. After reading the posts about the bacterial infections i feared thats what it might have been but it was to late to find out for sure. Leo had already passed away.
I did use small crickets for Bronx (male blizzard) as he wouldn't take mealies, but i got him eating them after only feeding him 2 crickets/day and leaving a bowl of mealies in for him 24/7. He got the idea very quickly and now eats them up. I have a small table where i count out the mealies right in front of his tank, so he'll sit there and watch me intently, knowing that he's the first to get fed.
I don't refridgerate my mealies as my family would put up a HUGE stink about it even though we have a bar fridge and an extra one downstairs (large type). This way i get the beetles and have started my own colony. I gutload then with a mix from LeoLoverLizardLounge.com. The info there is the best!!! I did get a sample of gutload from the place i ordered my mealies from. I might just start getting larger shippments of that instead of mixing my own.
I prefer mealworms over crickets. They are easier to breed, handle and feed to my geckos.
Red 
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Crested Gecko Zeek:1.0
LEOS: Boo: 1.0 normal , Bronx & Nala: 1.1 blizzard,
Lily: 0.1 patternless, Abby: 0.1 albino, Zoe: 0.1 reduced pattern, Dot: 0.1 hypo
Chip: 1.0 papillion (small dog)
2.0 bettas