I never fed mine anything but crickets and they did just fine, but if the worms are supposed to be healthier, I'd throw them in as well. I really enjoyed watching my Leos chase after the crickets. If you are just keeping one, I'd probably only buy 100 or so at a time. My 150 would usually last about 2 weeks or so I think. I worked for PetsMart at the time, so I don't really remember exactly how long they would last since I didn't need to make any special trip to the store to get them.
I'd usually toss in about 5 or so each night (for 1 Leo) and I would remove any that he did not eat. If he ate them all, then I'd put in a couple more the next night until I find an average of about how many he likes to eat at a time. I didn't have a problem with the noise of the crickets since they were in my garage.