I saw dried bloodworms, Frozen brine shrimp and live stuff... Which is best? What is best bloodworms or brine shrimp? How often do you feed them?

Fresh foods are generally more nutritious, however they can transfer unwanted bacter and/or parisites to your fish. (the exception to that is live brine shrimp, they don't transfer anything to freshwater fish only to marine fish).

Frozen and freeze dried foods are pretty comparable as far as nutrition goes (it does depend on the brand how fresh they are though). freeze dried foods generally are not reccomended to feed however since even when they are soaked they can cause constipation. Frozen foods are a good choice, however they can still transfer bacteria and parasites, unless you get a brand that they are sterilized (hikari is excellent).

Both bloodworms and brine shrimp are good choices, so are many others like krill, plankton etc.
Feed often, many people even feed them daily, much more so than dried pellets or flakes, with good results. Variety is best.

Thanks for the advise! Do you keep unused portions in the fridge? How long can unused portions last? I only have one fish now...