Its a good idea to gut load live brine before feeding, not much nutritional value on their own.
Gut Loading
As alluded to earlier, adult brine shrimp and even 24hr old (instar II) baby brine shrimp are quite nutritionally deficient. If your fish are fed straight up adult brine shrimp exclusively and nothing else, they will die of malnutrition. Hence it is important to supplement the brine shrimp with something else more nutritionally suitable for life. That is why feed your fish with a variety of foods while only feeding brine shrimp as an occasional treat. However, in many cases i have to admit that the above is simply not possible. This is usually the case when purchasing wild caught fish that have yet to be weaned off wild foods, or when your fish (for various reasons) go off their feed and refuse to eat processed foods, or when transitioning fry from BBS to larger foods. Whatever the case, it turns out that brine shrimp is all that your fish will eat and you have no choice but to feed them that.
One (partial) solution is to boost the nutrition of the brine shrimp before feeding your fish. As it turns out, Brine shrimp are indescriminate filter feeders which makes them very suitable for gut loading before feeding. Basically the concept is that you feed the brine shimp super nutritious food until their "GUTS" are "LOADED" full of nutritional goodness. These gut loaded shrimp are then fed to your fish before they have a chance to poop away all that they have been gut loaded with.
Besides gut loading with food, you can gut load with medicines. A lot of aquarium meds nowadays come in pill or powder form. You can gut load your brine shimp with these and then QUICKLY feed your fish with them. Emphasis on the 'QUICKLY' because chances are if you wait too long, your brine shrimp will probably have OD'd on meds and are on their way to happyland.
Gut loading is easy. You may gut load with pretty much anything that is small and particulate in nature which is easily suspended in the water column. All that means is that it has the consistency of flour, which is made out of many tiny small particles that when mixed into water, doesn't immediately settle. This suspension is key to gut loading because brine shrimp pretty much swim aimlessly in the water column, continuously gathering up bits of food with its legs and transfering the food to thier mouths. Hence the more stuff there is suspended in the water, the faster they will eat and the quicker you will be able to complete gut loading them. When you notice that their digestive tract is full of whatever you are trying to gut load, its time to feed your fish.
So what should you gut load with? The simplest and most available things to use are your normal pet store brand fish flake or pelletized granules. You need to grind these up into a very (VERY!!) fine powder which you can then use to gut load your brine shrimp. I have found that the best way to achieve this is to go out to your local pharmacy (or better ASIAN pharmacy) and pick up a little mini motar and pestle. It is a small investment that goes a long way. I find that with these, you can get more of the flake / granules much smaller than blenders or food processors can. Besides, they are a snap to clean and you don't have to worry about having fish food in your people food kitchen appliance.
There are also plenty of speciality products out in the market which are perfect for gut loading. Here's a partial list : Spirulina Powder, boiled egg yolk, Natu-Rose (astaxanthin), Phytoplankton (Microalgae), Algamac, Vitachem*, Selcon* to name a few. Each product has its specific uses, so do your research to find out which product best suits your purpose.
* Here's a note on gut loading with a liquid suppliment or liquid medication. Although brine shrimp are capable of liquid suppliment uptake, they are not very efficient. Liquids seem to pass through them quicker than solids. This means that if it takes a while for your fish to eat them, they will have passed the liquids or have the liquids washed away from thier bodies. I have discovered a better way. Soak some powdered fish food (described above) in the liquid suppliment and allow 15 min for the fish food to soak up the liquid suppliment. Then feed this to the brine shirmp. They will eat the fish food + liquids and can then be fed to the fish.
