Crickets can be excellent bait for trout as well as panfish such as bluegill and perch. You can buy them at pet stores, or you can see if you can catch your own.
One way to catch your own crickets, is to buy some bread. The best type to use for this would be a baguette, a hoagie bun, or a french bread. Slice the loaf in half lengthwise, and then hollow out the inside of each half. Tie the two halves back together with some string or fishing line.
Use a knife or your finger to punch a cricket-sized hole in each of the 4 sides of the bread. Place it in a field, near a shed, or anywhere else where crickets are known to live, and wait overnight. In the morning, retrieve the bread. There will usually be several crickets inside that you can use for bait.
Another way to catch your own crickets, although it's more hit and miss, is to turn over rocks, logs, and boards on the ground, watching for crickets underneath. You'll have to be quick to grab them or they'll get away. Of course, you can't be squeamish about picking up a little cricket either!