If the pet you have chosen is a carnivore, it is up to you to develop a correct feeding regiment. Many carnivorous pets end up obese with many health problems attributed to overeating. So, be careful not to overfeed. Read as much literature as possible regarding the species that you want to own. Remember that if you want to convert your pet over to a non-live diet, it will need to be a slow transition.
Insectivorous animals eat a diet consisting primarily of insects.
The insects alone are not enough. It is up to you to provide a high quality diet for the insects so that they pass on the good nutrition to your pet. Offer the insects leafy greens, grains, flaked fish food, or commercially prepared diets. Make sure the insects are getting moisture as well, but note that they often drown in water. To avoid this, there are special watering devices available, as well as commercially prepared water cubes.