Nightcrawlers are the best! And they are sold in all fish bait stores, literally anywhere, including walmart.
crickets are ok while the guy is little, dubia - you can start colony for a constant free supply or just get it once in a while for variety.

Ill specify quantity. A baby pacman needs to eat every day and as much as it can eat once a day. That may be 5-10 crickets or a few pieces of nightcrawlers. Adults may eat once or a few times a week. Mine eat 2-3 nightcrawlers a week each, Sometimes a bit more, sometimes less.