Silkworm care is too hard, and they usually have a high die off rate. Considering how expensive they are, these die offs add up. Hornworms are nice, but must be eaten quickly less they run out of food. If your dragon doesn't take to them right away, you'll have bird sized moths in no time.
Butter worms are great, but expensive. Also, their limited movement may leave some animals wondering if their even food. Nice feeders though, especially since they last months in the fridge.
Super worms! I like supers, and so does my female bearded dragon. Problem is, I can never seem to keep them from occasionally eating each other...potato, carrot, water crystals, no form of moisture can dull their urge to eat their neighbor. Also, even small colonies of superworms tend to smell. I only keep 500-1000 supers around at anyone time, but they manage to smell more than practically my entire roach breeding operation. E. Posticus can put supers to shame when disturbed though....so not all roaches are nose friendly.
Pheonix worms were nice when I used them, but the cost is high...and they are so small. they are not really practical for an adult bearded dragon...as they can eat an entire cup in one sitting.
If I had to pick, I would put supers at #1, followed by Horn Worms then Butter Worms. Silkies are great if you know how to care for them.