Well, I try to think of it this way. If the frog was in the wild, it would encounter all sorts of bugs and invertebrates to eat (as well as some vertebrates). Flies, roaches, spiders, moths, worms, ants, grasshoppers, caterpillars, dragonflies, beetles, tadpoles, crabs, etc, etc. And not necessarily all of these for each type of frog but whatever seems platable and small enough should be potential food. I prefer giving mine variety when I can get it. Field collecting seems to provide more nutrients than one staple food item but you have to watch out for pesticides nowadays.
I think crickets is an obvious steady method for people who don't have time or capability to go field collect. They can be bought in many petstores and are easy to manage. This way you can gutload them or dust them with multivitamin supplements and essentially provide a balanced diet. I rmeember when I used to dig up earthworms in my backyard to feed my herps but I had to wait for the population to replenish after collecting so many.
Johnny