When you get a bearded dragon, you are actually getting two pets to care for. There's the bearded dragon, and then there are the crickets. Since you have to pay good money for the crickets, it's in your best interest to keep the little buggers alive long enough for the bearded dragon to eat them all. This means taking proper care of them. So I've got a "cricket keeper", a small container which houses the crickets until they are ready to be eaten. The best diet for crickets is finely chopped vegetables. You throw some in the cricket keeper, and they swarm over it like ants.
Only in the wacky world of pet care can you find items such as the "cricket duster". Essentially, this is a "shake & bake" type of device used to coat crickets with a powdered vitamin supplement prior to feeding them your lizard. When the crickets come out of the duster, they can fly just like Donkey in that Shrek movie. OK, they don't really fly; they just get fed to Trogdor, who promptly burninates them. So, in fact it's more of a "shake & send off to inevitable doom" device. While a simple plastic baggie will work perfectly well for dusting one's crickets, I got the cricket duster because it doesn't waste any of the cricket dust and because it has a lower receptacle that prevents the excess dust being poured into the tank along with the crickets.
When it's time for Mr. Dragon to get his beauty sleep, make sure there are no crickets left in the tank, and remove any that remain. You can put them back in the tank for his next feeding but you'll have to re-dust them. Crickets will actually attack the lizard while he sleeps (and sometimes while he's awake). They can cause very serious harm to the lizard if they're left in the tank while he's sleeping, especially with baby lizards.
Another hip lizard-feeding term is "gut-loading". This entails mixing the powdered vitamin supplement in with the crickets' food. This turns the cricket into something like those hard candies with the flavour explosion in the middle. When the cricket breaks open inside the lizard's gut, there's a big vitamin party in there and any other nearby crickets are invited.
With regards to proper nutrition, it's primarily about three important dragony nutrients: vitamin D3, calcium, and phosphorus. The UVB light in the tank allows the surface-dwelling lizards to manufacture vitamin D3 from the UVB light in the tank, but the calcium and phosphorus come from its food. The bearded dragon requires a ratio of 1.5 parts calcium to 1 part phosphorus. While they will happily eat fruits and vegetables, these are typically low in calcium and high in phosphorus. Hence, the need for the powdered vitamin supplement, which balances out Mr. Dragon's nutritional requirements.
If you're going to feed your dragon vegetables (and well that you should), avoid feeding him lettuce. It's not very nutritious as it's mostly water. Dark green vegetables like kale and carrot greens are much better for your dragony pal.