A lot of people have this problem with fish they just purchased or when they upgrade their tanks. I just upgraded Beau and he wasn't interested in eating for a day or two. He's just adjusting, like Bosely said.
I'm glad you got a variety of foods for your betta. Sometimes they get bored of the same old food and just wont eat it. It might also be a good idea to refrain from feeding your betta once a week. For example, I fast mine on Sundays! So once he starts eating, give it a 6 days and fast him on the 7th.
Also, make sure you give him bloodworms as a treat (maybe once or twice a week). Use the pellets or flakes you just bought as his main source of food.
Sorry! I kind of threw a lot of info at you, but it's all kind of important and might explain some things.