My favorite live foods to feed are smaller hornworms and silkworms. The main reason I feel this way is because of the high moisture content in caterpillars, which helps preserve kidney function long-term. Unlike crickets, insofar as I know, there’s also no danger of them hurting your gecko if they are left uneaten in your gecko’s enclosure. They’re also pretty straightforward in the sense that you don’t gutload them, you just feed them mulberry chow, but you do need to correct the Ca:P ratio by dusting with Calcium powder and vitamins.
Though there are actually quite a number of ways to achieve a balanced diet for a leopard gecko (dubia roaches, crickets, Black Soldier Fly Larvae- aka BSFL, silkworms, hornworms, even earthworms, etc. all gutloaded/supplemented appropriately), it’s important to be conscious of what insect you are feeding when you consider what to gutload and dust with, and how often. The goal is to artificially make the insect have a ratio of 2:1 Ca:P when it is fed to your gecko. There are major health repercussions to not providing enough Ca. Vitamin D needs to either be provided in the diet or UV light needs to be supplied.
In my experience, a hint that you are feeding too much Calcium is when your gecko gets what looks like ‘fatty armpits.’ Breeding females and growing babies will need the most calcium in their diet. Adult females need a moderate amount. Adult and elderly males, as well as ovariectomized or elderly females that have stopped having reproductive cycles, will need the least amount of supplementation.
For example- BSFL naturally have a good Ca:P ratio, so mostly they need to be gutloaded, with little supplementation. Crickets have a terrible Ca:P ratio naturally, so they need to be both gutloaded for ~12-24 hours before feeding and dusted with supplements. Feeding dubia with a high-protein maintenance diet (not the gutloading diet) can cause problems for your gecko, so maintenance diets needs to be low-protein.
It’s also possible to feed leopard geckos chunks of Repashy’s Grub Pie, and I’ve been working on an experiment related to that which I’ll make a separate post for.
Items I do not feed my geckos include crickets (too much risk of injury to gecko), mealworms, and waxworms (the worst). Superworms are my backup food that I breed ‘just in case’ but generally don’t feed out. Butterworms are very fatty.
I hope that helps a little bit. 