I buy my crickets from Armstrong Crickets... They do try to convince you to do overnight with their "live guarantee" however their two day shipping is still fedex and barely had any casualties. Given that you feed and house the crickets in a suitable condition they should last you weeks! Put it this way I got 500 1/2 grown crickets for 20.35 shipped on July 25 and am still feeding from those crickets. I probably won't have to order again for another two weeks. But I do also feed reptiworms...
I wouldn't suggest buying crickets from Petco unless it's an absolute need, like you have some on order and need something to hold you over. Their crickets die off rather quickly. Same with Timberline Fisheries (They're a global shipper but actually only about 40 minutes from where I live) So I ordered from them and picked them up because cutting shipping out made them cheaper.. however I felt they didn't give me 1000 crickets and wasn't going to take them back to be recounted and they lasted maybe 2 weeks. Again going on 3 weeks already with my armstrong crickets and nowhere near being desperate for crickets.
I was more than a little disappointed that Reptiworms ships USPS. USPS has been terrible lately! Of course my reptiworms were 4 days late, luckily still alive. If I use them again I'll more than likely see how much they charge to use Fedex. If Armstrong can Fedex 1000 crickets under $6 I can't see why anyone shipping worms can't either! I'm also doing half my worms in the organic babyfood and bread technique and they are going to last quite a while! I can feed Daenerys 5 fat big worms as opposed to giving her 15-20 little hungry worms.
Hope all this helps.
Edit: I just now realized you're planning on buying only worms... silly me, well you can disregard my cricket statement or take it into consideration if you ever choose to buy crickets.