I purchased them online from GrubCo: You can get much better pricing online.
As to bedding, I started out with Wheat Bran but it smelled terrible after a very short amount of time and tended to clump up. So, I started playing around with mixtures till I found one that seemed to work really well. I mix Dried Distillers Grains, Gluten Dried Distillers Grains, Corn Gluten or Germ Meal, a bit of Soybean Meal, and 18% grower crumbles. You can also raise them in rolled oats or lay crumbles or a mixture of those.
As to food, they EAT their bedding. You have to keep a slice of apple, carrot, sweet potato, or regular potato in each drawer since that is how they get their moisture. Put a piece of newspaper on the surface of the bedding or a couple pulp egg carton ripped in half since the beetles they eventually turn into don't like light.
The mealworms are the larvae stage of the Darkling Beetle, in case you want to look up more information about them. The beetles don't bite or fly and each female can lay a few hundred eggs during their short life span.
They do best between 65-85 degrees, but didn't die the winter I had to keep them in our unheated barn. They are now in the finished office we put in my barn and have a small heater during the winter, which doesn't hurt my feelings either since I spend a good bit of time out there myself.
About twice a year you have to sift their poo, called frass, out which is by far the worst part of the whole deal. I keep the frass in a tote for several weeks to allow any eggs that are in it to hatch, then sift out the worms and put the frass into the garden boxes: It is a decent fertilizer.