Depending on the anemone, frozen food (like Rods Reef) works fine, since it's easy for the nem to digest. If you want to feed seafood, I usually recommend wild-caught salmon chunks (farm raised salmon has color enhancers and other unknown ingredients/additives) or shrimp soaked in a vitamin enriched solution such as Selcon. I personally prefer salmon since I can get it fresh and I can cut it up and remove any bones. Most of the shrimp we buy -- unless it's alive when purchased -- is frozen. If it's in the seafood case, it's simply defrosted. The reason I don't like frozen shrimp is because it's usually treated and frozen at sea, and we don't know exactly what they put on it. The ingredients of the shrimp sitting in my freezer are shrimp, salt, and sodium tripolyphosphate. I have no idea what that last ingredient is, but I don't like that part of the word reads "phosphate".
I normally cut up the salmon into pieces the size of a pencil eraser, at some Selcon, and let it sit in the fridge overnight. I then feed a chunk or two the following day, and lay the rest out onto plastic wrap so it forms a thin layer.I wrap this up and toss it in the freezer. When I want to feed again, I remove the package and break off a small piece. I defrost in tank water, then feed to the nem.