You can't use a cast net on the pier so if you are going that route, you have to stop on the sea wall before getting there to catch your bait. What I usually do is buy a couple of lbs of fresh dead shrimp from one of the bait houses, and a few mullet. Take a lighter rod with you with a #6 to #1 hook on it with about half to quarter of a shrimp, and catch smaller fish off of the pier. If they are the right size, use them live, if not they make great cutbait.
Whiting, croaker, pinfish, are a few of the many good baitfish which work well there. I have also had good luck with a sabiki rig tipped with a very minute piece of shrimp dropped off of the side of the pier. Very seldom do I have good luck with squid, so don't waste my money on any.