A bit of a hard boiled egg yolk is also good. But beware: it's messy and can cloud up the tank quite easily.
Earth worms from your garden are another good food (you have to chop them up to fit the betta's mouth), just make sure you don't get them from an area where fertilizers or pesticides are made.
I feed my puffer fish frozen raw shrimp (I float it in a glass of tank water first to defrost it). You'd have to cut it up into *really* tiny pieces for your betta to eat it, but it would certainly do in a pinch.
Mosquitoes, fruit flies or any other small, easily gathered bug can also be fed to your betta.