My personal opinion is all of them. I feed mine a variety of roaches but I am starting some supers soon and maybe some other insects as well as I keep other insect eaters too. Variety is probably the absolute best even if doesn't include roaches or some of the other staple insects out there. Of course the insect's nutritional content depends on what it consumes and is made of as well. I know people that have raised roaches on nothing but alpo dog food and they raised some roaches, but then there are some out there (like me :mrgreen: ) that feed their roaches a large variety of plant materials from the traditional fruits/vegis to certain types of grasses, oak leaves and even bee pollen! and some higher grade animal protein sources such as fish,milk or egg products.
so in my opinion which 1 bug is best for your dragon...absolutely NONE, unless it is a little bit of everything. 8)