Question about prey items

I know a lot of keepers tend to feed mostly crickets or mostly roaches, and everyone seems to have their preference. They say that roaches have the most "meat" so many people think they are best. But roaches are technically illegal here (S. Florida) and are hard to find because of it. Is it ok or recommended to vary your T's diet? Can I feed meal worms or wax worms once in a blue moon for example? And if so, what are the best supplements to the common cricket? I just feel bad giving them the same thing all the time when there are other options out there, and wild Ts (I would imagine) probably eat more than one type of prey.

I have given/give some of mine super worms once in awhile. The ones that will eat them. Some will have nothing to do with them though. And some times the ones that will eat them just wont eat them. This is just with my T's anyways. I do crush the heads of the super worms before feeding though so they can't/couldn't bite the T. I know some people chop up meal worms to feed to slings and such also.