geckos feed almost exclusively on live insects. The most commercially-available insects are crickets, which are also the most nutritional staple food source for a leopard gecko. Always rember to periodicaly "dust" crickets with comercially available powdered calcium for reptiles. Crickets are inexpensive and can be kept in a Rubbermaid container along with a source of moisture and food (available commercially from several companies, or you can simply use a carrot or potato),or in small plastic boxes with egg box inside.
Locusts can be slightly more expensive than crickets and are generally enjoyed more by the gecko. A good food to keep the locusts alive and healthy is to feed them dandelion leaves coated in lizard vitamin powder.
Another possible staple food for leopard geckos are mealworms. Mealworms tend to be very fatty and will thus fatten your gecko up quickly, because of this it is very easy to make your gecko obese. They can therefore be used as a treat as well (paragraph below) or to fatten geckos before breeding. When fed as a staple, regular mealworms (less than a centimetre each in length) should be used; "giant" mealworms are genetic mutations designed to prevent the mealworm from transforming into a beetle and are nothing more than fish bait. Feeding giant mealworms to leopard geckos is unnecessary and at times dangerous. When mealworms are fed, they can be placed in a small bowl in the gecko's enclosure and left to be consumed (always ensure that the bowl is tall enough that the mealworms cannot climb out of it). Mealworms not used for feeding can be stored for months at a time in a small container in a fridge. Mealworms are quite high in phosphorus.
Mealworms are also ideal if you plan on traveling. Leaving 50-70 mealworms in a bowl will satisfy two or three geckos for up to a week, as long as fresh water is supplied a couple times over that week. This should only be done when necessary (vacation, etc.) as after several days the insects will fully digest their "gutload" and will no longer offer the gecko the same level of nutritional value.
Treats should also be given to geckos occasionally if possible for variation in diet and extra nutrients. Silkworms are semi-attractive white insects that can be fed to geckos. Butterworms are high in fat and are a good supplement to a gecko's diet. Waxworms should be treated as treats and can be offered no more than twice a month due to their high fat content. Meal worms are also fatty and can therefore be considered a treat. Pinkie (baby) mice can also be fed to adult female geckos who are gravid.
Food items should be dusted in a calcium powder (available at pet stores) almost every other feeding. Products containing D-3 should not be used more than weekly as this substance can be dangerous in large doses. To dust, simply place food items in a small plastic bag with a bit of the calcium dust and shake. A small dish (such as a milk bottle top) of pure calcium should also be left in the enclosure at all times.
Feeding schedules are very subjective. Up until one year of age, geckos should be fed at least five times a week up to seven times a week with appropriately sized crickets. Adult geckos can be fed anywhere from every other day to two or three times weekly as long as they appear healthy and their tail (which contains fat reserves) remains healthy.
A small dish of purified water should be kept in the enclosure at all times and changed four or more times a week as needed.
It is important to note that all insects fed to a leopard gecko need to be "gut loaded". This is a process in which the insects are fed on a healthy diet which can consist of oats, fish food, bran flakes, cereal, fruit, etc. Many companies exist that produce commercial made gut load food. Without gut loading an insect is nothing more than a "empty shell" and offers little nuitritional value to the leopard gecko.
Many people new to keeping reptiles have heard an urban legend that mealworms can eat through a lizard's stomach, and that you need to decapitate mealworms before feeding them to a leopard gecko. These rumors are false; there are no confirmed cases of this occurring.