I don't think I'd ever buy worms at the current prices in tackle shops - They're really expensive for what they are and how easy it is to get them.
My grandad has a compost bin which gives him a lifetime supply of them, Just an insane amount of worms, I've recently been thinking about doing the same.
As kids we used to just sprinkle soapy water on the grass of our gardens a few days prior to going fishing. Used to work really well.
It is something I've thought about given that as its been said they are so expensive too buy and can be a faff to collect. Problem is I don't think I'd be very popular round the house if there was a constant bucket of worms in the garage or garden.