Blackworms are very easy. Your independent local fish store should carry them, and they should cost about $2 for a small container that holds about two heaping tablespoons, or about an ounce. They keep in the fridge with a small amount of water covering them. You don't need to feed them, but just change the water every couple of days. They'll last for a few weeks. I would recommend chopping them up for your fish (gross, I know!) because otherwise they may burrow into your substrate and can be hard to get out of there.
BBS (baby brine shrimp) are fairly easy to hatch. Get some *good* quality brine shrimp cysts (don't bother with the low hatch rate stuff). For the occasional treats, you can raise them in a quart jar. Here's a great link for you:
http://www.brineshrimpdirect.com/
If you have bad luck with a hatch, it's probably because you got old cysts. Get fresh ones from the above company because the little vials sold in pet stores are more often than not pretty old.
Grindal worms aren't all that hard to culture. You'll need a shoebox-sized container with some sterilized potting soil. You can get a good starting culture on this website:
http://www.aquabid.com (go to Live Foods)
Grindals don't smell unless the culture is going bad, and you can feed them flaked baby cereal every couple of days.
With any live food, you have to trust your source and make sure that you're not introducing bad stuff into your tank, so all live food critters should be active, wriggling and look healthy.