Dubias are a good healthy option. How big is he now (tip of the nose to the tip of the tail?) Your probably at the point where he should be getting insects once per day, about as many as he'll eat in 15 - 20 minutes. Is he eating salad yet, and if so, what are you putting in there? I offer all the dragons I've had salad every morning, based around dark leafy greens (Collard, mustard, dandelio, turnip, etc), no watery lettuces (Iceberg, romaine, leaf lettuces, etc...). Mix in some good veggies every day, and a little fruit a few times a week, and your good to go.
As for expense and keeping, you can but the crickets in bulk online or from allot of reptile specific stores, typically 1,000 at a time for around $13-$20, and keep them. Though that does require a bit of work in caring for the crickets and keeping them alive, but it's not hard. And as he gets older, it generally seems best to cut back on the protein (insects) in their diet. By 18 months of age, I normally give insects 3-4 times a week, but the salad/veggies every day. It is also good to provide a variety of insects in my opinion. Silkworms, roaches (dubias, lobster, etc...) and phoenix worms are generally the best staples, followed by superworms & crickets, then hornworms, butterworms, and waxworms. I've used this stratagey for quite awhile, and adopted/adapted it from experienced keepers and breeders who have very old and healthy dragons.
Here is a site with some good nutritional info on bearded dragons. The goals for a healthy beardie are to limit the amount of phosphorus, increase the amount of calcium, be wary of anything to high in oxalates or vitamin A, and try to limit the amount of fat.
