Depends on the age of your beardie. A baby/juvenile needs a mostly meat diet (although juveniles you also need good quality veges).
Adult beardies need a mostly vege diet with only SOME insects. Also depends on how active your beardie is.
A good staple in the meat department are crickets. Now my beardie won't eat them unless I remove the hoppers. They are low in fat and have quality protein in them. The mealworms and those very large mealworm-like bugs are high in fat so give them only as a treat.
I have numerous pets at home including bullfrogs so I need to get multiple amounts of crickets. I found them actually CHEAPER going on the internet and purchasing them. The below link is truly awesome. Best prices that I could find, and the foodstuffs are of the highest quality:
http://www.reptilefood.com/
I order a thousand crickets (1/2" size) and keep them in two ten gallon tanks. I give them high quality food daily and clean out the cricket tanks daily and provide an extremely shallow dish to drink from (works great-crickets never drown in it)-even crickets have to be cared for just like any other pet. They will last me an approximately entire three to four weeks (always over 3 weeks) which is great since I need to about 1,000 crickets a month. So the cost is cut in half ordering them online with overnight delivery!
If your beardie is a baby/juvenile: DO NOT FEED CRICKETS THAT IS LARGER THAN THE SPACE BETWEEN THEIR EYES. When my beardie was a baby/juvenile she preferred to be handfed so I simply cut off the cricket's legs, certainly cut off the oviposter (that stick like projection on the back of female crickets), cut off the head, and cut the body up it up in small pieces before feeding. These days she will eat on her own but will refuse crickets unless I remove the hoppers.
JadeFox