I stopped getting shrimp from the store. Its a pain, because I have to get the frozen raw shrimp in a bag. Its freshness doesn't last long and the zipper on the bag breaks. If you get a few from the store thats raw but defrosted..you can't freeze it again. Driving to the store twice a week isn't logical either. I know that all the fresh sea food at the store has all been previously frozen. If you have a local fish market where you can really get fresh sea food, more power to you.
Try getting some mysis at petsmart they have a better turn over than most local fish stores. I also think they have got better quality fish food. The mysis, brine shrimp and krill I buy at petsmart is enriched with vitamins. If I buy that stuff at my lfs its the food I have to rinse off with salt water and not as good quality fish food. I wish I could buy silversides and cyclops from petsmart too but I still have to buy that at the lfs.
I find using actual food already frozen and prepared for the fish and inverts in my aquarium easier on my checking account. Once the anemones start to not eat the food.. time to throw out what is left and get more. If you offer it food that you just bought and it still rejects the food then some thing else is wrong.