Hi! I have a baby beardy and he loves both locusts and crickets, but I try to give him more locusts than crickets. The reason is they're bigger and fills him up better than crickets in my opinion. Also they're softer for him to eat and crunch down on. Another reason is, when Boris (my beardy) is fully grown I think locusts would benefit him better than crickets, the only reason is they're larger and easier to eat. Bearded dragon are slower in movement when they're adults so locusts In my opinion is the better option. Hope this helps. Remember this is my opinion, I'm not a reptile expert, only a reptile lover.
Locusts are larger, less chitinous, have less fat, and have more protein than crickets. On the other hand you can't get them live in the US (for the most part). I have read this is because the species generally used isn't native to the US and locusts are an insect that could live most everywhere, and thus it is smart to prevent invasive species.