There is a very extensive list of natural shrimp foods pinned under food and nutrition thread. A lot of people had input into that list .
Over the few years I have kept shrimp I have found there are few shrimp foods my shrimp really swarm over and I've tried a great variety. I find feeding natural foods like vegetables and leaves seems to satisfy them the most especially blanched mulberry leaves. I leave a leaf in each tank all the time and once a week try to feed a high protein food such as frozen blood worms or now the black worm pellets - thanks to Keenshrimp's great review- I also make a powdered food up of several sorts of commercial shrimp food crushed, crushed dried mulberry leaves, crushed bee pollen, crushed barley pellets, spirulina, barley grass powder, nettle powder plus a packet of boss baby powder just to make sure I have covered all the required nutrition - Jayc has also given a recipe for powdered food in the pinned thread. I feed a small amount of this powder daily especially when shrimplets are present. I use shrimp snow as well but I buy that in bulk as I have a large number of tanks. I do think we probably feed too much processed foods as I have a colony of Neos outside in a pond that rarely get fed , they live mostly on algae and any leaves that fall in the pond and they are thriving.