http://www.anapsid.org/leopardgek.html
It's Melissa Kaplans
Leopard Gecko care site.
She usually has pretty good info!! She's big in all of the reptiles. I think she helped to write the Iguanas for Dummies book LOL!!
There's lots of things you can give your leopard to eat though (it doesn't mean he will . . . )
but there's
crickets
mealworms
waxworms
kingworms
earthworms
redworms
even
grasshoppers (if you can ever find them (the ones in your yard might have pesticides so be careful)
pinkies (however pinkies are a huge meal!!! If you have gecko that really needs fatting these are good (if it'll eat them) but they last quite awhile so don't overfeed)
and
locust (or so I've read . . . I've never seen them in a petstore . . . so . . .)