I have used live ones....they are a hassle to keep but the fish love it....I have read some info that they might have microsporidum fish parasites in them but I haven't had time to really research it yet....and you can't beat CHEAP live food for you fish.
Whether or not they carry pathogens or not may not matter if they're being fed to SW fish. My understanding is that few (if any) FW parasites can survive in SW and vice-versa. After all isn't that why SW fish and corals are given fresh water dips?