This is useful info comparing some food items, and this table is also somewhat useful. Grubco has a nice, concise chart. As you can see on these sites, crickets are a better choice than meal worms (and other larvae) because they're lower in fat and just as high or higher in protein and easy to digest, and there's no chance of crickets burrowing out of your herp. The true nutritional value will depend on what you use to gutload the insects, but crickets are generally nutritionally better.