Artemia Nauplii ( newly hatched brine shrimp) provide more nutritional value for fry, you can feed both but I,ve alwas gone with the brineshrimp followed by grindalworm & brineshrimp as they grow.
I use microworms because of the ease of culturing them as compared to hatching bbs.
If cost is a factor to consider, microworms are the way to go. I bought a starter culture for $5 over a year ago and for just the cost of a bit of oatmeal and a sprinkle of yeast each week, they are still going strong.
I feed my cory fry microworms from the time they are a week or so old until they are 3/4" or so long.
I've bought some BBS, but after I've seen how they go, I'll probably get MW off Ebay. They weren't the expensive actually, its about 70gms of shelless artemia. That cost about.... £4?