The best feeders, in my opinion, are roaches. If you raise your own you will have plenty of feeders for very little money (just the food that is required to maintain the colony.)
I raise B. Dubia (orange spotted) roaches but there are several other great varieties out there as well.
Dubia cannot climb glass or smooth plastic and don't fly (I've seen one flutter but that hardly counts as flying.) They're easy to sex as adults (Males have wings, females are larger and only have wing stubs). There also isn't much of an odor about them and they're absolutely silent. I looove my roaches!
They do mature a little slowly (~3-4 months) but they are fairly prolific so once your colony is established you will have more than enough to feed your leo(s).
I feed my leo's the medium to large nymphs. I never feed off my adult females but I do occasionally feed off extra males to my larger geckos.
Good luck!
(adult female pictured below.)