Just in case not everyone knows about this option...
Buying insects from exotic pet stores can be expensive and inconvenient, so last month I ordered insects over the internet! I ordered from East Coast Reptile Supply, where the prices were very reasonable and the shipping was super fast. The crickets and mealworms were delivered live, the frozen pinky mice were delived with a pack of dry ice.
I was paying 5 cents a cricket at pet stores, now I pay 1 cent. When the delivery came I stuck the entire box of 1,000 crickets in the freezer. The gliders don't seem to mind eating them frozen, and its a lot more convenient!
There are a lot of other companies that ship as well. You can do a search with "live feeder insects". This has been really convenient for me, since I feed the gliders a 50% protein diet.

Follow Ups:

• The URL for the above cheap glider food (insects) Toni Picard 09:58:27 1/17/100 (0)
• Re: A cheap way to feed your gliders well Carmilla 20:20:41 1/16/100 (0)