Many pet reptiles love nothing better than a nice, juicy cricket or twelve for lunch!
However, fed to your pets as they are, they're like giving your critter a big bag of popcorn, or jello. They're tasty and crunchy and full of water, but there's not a whole lot of nutrition there. But a properly gut-loaded cricket (or other feeder bug) is at least like feeding them jello full of fresh fruit, or popcorn balls with ground beef and cheese inside.
Crickets are the most comon feeder insect, by far, that you will need to gutload. Earthworms, silk worms, and feeder roaches (discoid/dubia and Madagascar hissers) are also fairly common. Other feeder insects like mealworms are actually larval beetles and are kept chilled to keep them from metamorphasising into their adult form by being chilled--this slows down their metabolism so much they don't really eat, and can't be easily gut-loaded.
You gutload feeder insects, logically enough, by feeding them so their intestines are chock-full of nutritious stuff. There are two main options for this: commercially prepared gutload products, and fresh food.
If you go with a commercial product, choose wisely. Pretty much any gel-based product is junk. It'll be 90% water with some color and flavor added--maybe a little calcium if you're lucky--and that's about it. Powders or pellets fed dry are equally shady. Some re-hydrateable powders are acceptable, as are some moist foods, but check the ingredients. The first ingredients should be fruits or veggies, particularly dark green produce. Any gutload whose ingredients start with meal or grain of any kind are useless.
As far as fresh foods go, what to feed depends somewhat on the diet of your reptile. For a bearded dragon, you would probably choose mostly veggies, while for a crested gecko you would select mostly fruit.
Most brightly colored, moist produce is good. If the crickets' diet contains enough high-moisture produce, they will thrive even if never offered standing water. Peels, trimmings, bruised or damaged parts of the foods are fine as long as they're not rotten, smelly, or moldy.
Some of the most commonly used are:
-dark lettuces (romaine and the like.Skip the iceburg.)
-cucumber or zucchini
-potato (good source of moisture, but low nutritive value)
-banana (including the peel!)
Avoid these foods, because in large quantities they can be harmful to your reptile:
-brassicas (cabbage, spinach, brussel sprouts, kale, and the like--these foods are high iron and can cause iron toxicity)
-citrus and tomatoes, or anything else highly acidic
Crickets should also be dusted with a vitamin supplement and calcium powder (with or without D3, as applies to your specific species) just before feeding them to your pet.