Frozen Daphnia is virtually worthless, though live Daphnia is great for the fry and smaller species. Live food is always good when obtainable, but several caveats are in order. The most widely available live food from the pet shops is blackworms, which if properly cleaned and used with a worm feeder can be an excellent conditioning food. They can carry diseases, however, and when unconsumed they can burrow in the aquarium gravel, die, and pollute the tank and increase the chances of disease in the aquarium. Vigilant gravel cleaning and cleaning the worms often lessen the chances of infection.
Scavengers can be great aids in consuming uneaten food.
Anything from suckermouth catfish to madtoms will assist in cleanup duties and prevent worms from burrowing into the substrate. Live brine shrimp, where available, seems to be a very satisfactory food and is slowly becoming more and more available, even in the Midwest. Perhaps the best live food, although sporadically available, is live glassworms, which I've used over the last several years with significant results. I've experimented with live fruitfly larvae with phenomenal results, conditioning the most difficult darter species to spawn. The benthic dwelling darters for the most part ignore mosquito larvae.