If you don't mind the noise the make, crickets is one of the favourite food of larger fish. In fact, they can enjoy it so much that they refuse to eat other food (like pellets etc). There is no need to break their legs before feeding them to fish. In nature, that is how fish eates them too, in whole. Like cockroaches, crickets eat anything. It is best to feed them vegetables so that you will not have to provide them with water.
You can freeze crickets and keep them froozen so that you don't need to feed them or listen to them. It is also a lot easier to handle them during fish feeding time. (And if you belong to the school that thinks that cricket legs should be removed, frozen crickets is the way to go - a few hard shakes in the plastic bags and the legs break free)
Crickets are nutritious. In fact, there are people who cook and eat their cousins (grasshoppers and locusts) in some parts of the world. Probably crickets don't get eaten by humans is because they are too small and does not have a lot of meat.
You can also gutload crickets by feeding them carrots. The carotene (a good natural colour enhancer) in the carrots go to the crickets which in turn gets transferred to the fish that eats them.