From what I've read, although waxworms are higher in fat than mealworms, mealworms are still unhealthy as a constant diet. Dusted/loaded crickets should be a staple diet for a healthy gecko. Pinkies are bad enough for pacman frogs, but leopards? *shudder*
You can give the crickets very little water and a wet sponge for water, as well as potatos, carrots, and other water-laden plant matter. I think there are these liquid gel crystal/blob things out, too.
I do feed the crickets with gutload, the problem is that they die in the water bowl for the geckos. I don't know how to keep them outta there. I can't sit and watch all day to make sure they don't drown or harrass the geckos. That and they're impossible to keep from jumping everywhere. That's my only problems with the crickets.