When we had a tank a few years ago, we fed them the freeze dried Krill or Daphnia every day, along with some flakes and 1 algae wafer. For one, they do eat a variety of things. (We were surprised our Gouramis loved wafers?) Two, each thing seems to have a different amount of fat, protein, vitamins, ash etc. Meaning different things would hopefully make them healthier. Three - the Hikari stuff is $6-9 a can, and is only meant to last 90 days.
I'll probably be doing a similar regiment with my future fish, although since many more will be middle feeders this time, I'll be using some slow sinking pellets.
EDIT: I know my tanks aren't marine, but fish feeding habits seem fairly main stream for both. I wanted to add that we tried the hatching brine shrimp once. It was neat, but I did feel that the fish were really bored with floating food for a while after.
Another thing I may try (again, depending on whether they get too use to playing with their food) is the drsfosterandsmith.com frozen food dispenser that you hook up to your airline pump, and it makes it come alive for them to hunt and chase.
Now that's probably a real "treat" for them. Has it's problems too though. :/