From what everyone says on these boards, I've compiled the following list of good food items:
Earthworms
Crickets
bloodworms
brine shrimp
ghost shrimp
feeder fish (rosy red minnows)
salmon pellets
carnivore pellets
shrimp pellets
Once I get my axies (hopefully this Friday, assuming all goes well), this will be their diet, with shrimp pellets and carnivore pellets making up the majority. From all my research, it seems to be the best diet I can come up with.