Cheapest, either live or dried, will be online (Amazon or eBay). As mentioned, growing your own may end up being the very cheapest (I assume your labor costs are 0).
I was looking to dried mealworms and found dried Soldier Fly larvae that was supposed to be a great substitute, and slightly cheaper. My turkeys have no idea what to do with them and the jury is still out on how the chickens like them, I haven't had much time to feed and observe.
I can tell you what my birds adore this time of year:
1. pumpins or gourds, chopped in half - they eat everything down to a husk
2. regular feed put into a bowl and made wet, once they understand what is in the bowl they come running at the mere sight of that bowl
3. hardboiled (or scrambled) eggs - I mash these up with water and add feed on top so they have to hunt for the egg
All of these are cheaper than mealworms and (I think) just as appreciated.