Maybe you prefer crickets because they are easily available and a lifetime around them has made you comfortable with them. Maybe you prefer roaches and have your own colony. Maybe you prefer worms.
But what does your frog like the most?

My toads, Woodhouse's Toads, eat anything, even red wiggled and pinkie mice. They seem to like crickets the best, though. They have a hard time with nightcrawler worms though.
My ABF loves crickets and superworms, quickly snatching them up, but large roaches disappear even faster! As soon as one hits the deck near the frog, he lunges for it. I thought I had figured his favorite, until his second pinkie. I lowered it in and he got my finger with his tongue. My toads have hit me before, that was a way bigger tongue than theirs. He was pretty aggressive about it and immediately gobbled down the pinkie. Too bad he only gets one every two months.(Gotta get hornworms and silkworms for them to try.

What do your various frogs and toads like the best?