There is also a bagged frozen "mixed seafood" product in most grocery stores. You usually get a pound of raw shrimp, octopus, squid, scallops, and cooked muscles and clam. My anemones seem to prefer this stuff over the silversides, but that is just my experience.
Be sure to use safe food handling practices with this stuff. Don't use really old or defrosted and refrozen stuff. Seafood goes bad quickly and can kill anemones and probably harm other stuff in your tank.