Yup, go to the supermarket seafood area. FishnWishn is right, make sure everything is fresh and not cooked. I buy a bunch of food at a time, chop it finely (or put it through a cheese grater even) and then place it in a plastic zip loc baggie. Put enough of it in the baggie so when you lay it on its side, the food is only about 1/4 inch thick or so. Put it in the freezer and freeze it like this. When you need some food, break off a chunk about the size of a 50 cent piece and put it in a small plastic container. Add some saltwater to the container to thaw it. I usually then swirl it around with my turkey baster and pour off the very very small pieces of food (or feed these to some corals that need it). Then add some more saltwater and suck up the food in the turkey baster. I then squirt it into the water at the clowns and their anemone and try to spot feed other fish and corals as well.
I think the last time I had to buy fish food was almost a year ago. I believe I used a dozen raw shrimp (I take off the shells, but some people say leave them on), 1/3lb scallops, a piece of squid the size of your fist, a couple sheets of nori, a dozen clams (deshelled and removed the green part), and a piece of tuna fillet the size of your fist.
The next time I make food I'll probably add some selcon as well. It is a cheap and easy food to make. I cut it up when I'm watching something on tv. It also serves as good anemone and coral food. My sun coral, frogspawn, and hammer love it. My photosynthetic gorgonian loves the very small pieces as well.