For your location, I would probably suggest
The Superworm Farm or
The Worm Man for buying crickets in bulk.
I personally used The Superworm Farm for a couple of years, and they are great to deal with. While I've never purchased from the Worm Man, I've heard many good reports on his service and quality.
Ordering in bulk is always preferred to buying at the pet store if you can use anywhere near 1000 at a time, and with beardeds that's not a problem at all.
Pet stores here charge $1 per dozen for crickets, and there's 83 dozen in a box of 1000 which you can buy for $15 or so.
As far as precautions when feeding live crickets, there's really not any to take.
I always washed the vegetables well and ensures the crickets were well fed before feeding them out. Beyond that, there's not much else you can do.
I don't use crickets anymore, I raise roaches for feeders. Buying crickets in bulk for one dragon isn't too bad though, but if you decide to add some more that might be something you would want to look into. A practically free food source for minimal effort.