Sand shrimp work the best for me, but do come with a little extra effort to keep on a hook and do have a cost if you don't collect your own. I use uncooked frozen shrimp from the supermarket as a good substitute. Easy to work with, easy to keep and if you wait til they are on sale (some bag almost always is) you can usually get them for a reasonable price ($5-6 per pound). Size doesn't matter, cut them into small chunks and bait up. Sand shrimp do seem to get other species as well, while the frozen shrimp only seem to catch the perch and greenling.