I have had good success with Mulberry Farms, but you need to use a worm place close to you for the best results. As far as supplements I created my own with the Vet I work with.
Mulberry Farms are great for mealworms, superworms, silkworms, etc..
I get my dubias from buydubiaroaches.com, haven't had any problems with them and their prices are great.
I used to use Grubco until their shipping charges became ridiculous (not their fault they're in east coast I'm west coast), but I had good experience with Grubco as well for mealworms, superworms, and crickets.
Local suppliers is the way to go, atleast in my experience. Met a few people through fauna and various forums. Mealworms are local and I only need to get them once a month. Also got my dubia colony locally, the internet is my best friend.
Rats for my snakes is also local! I love my location.