I'm pretty much in agreement with most responses, I do either quarantine religiously or raise my own. Personally I have never used Goldfish and probably never will. I raise guppies, and red ramshorn snails. As has been mentioned and indicated these should just be used as treats, and a good staple diet should be the primary. MAny folks argue this many ways, but to me, these fish are genetically programmed to hunt, and while nutrition and cleanliness must never be sacrificed, they should get to hunt once in a while.
If you don't have a tank you can raise guppies in, I'd stick to snails and ghost shrimp personally. I still like to quarantine anything that goes in my tanks, but see a little less risk with live items other than fish.
Other ideas are earthworms and crickets. all of my fish love both of these .
dave