Shrimp will catch something almost every time - if you can't get fresh, avoid the "bait shrimp" containers and just go to the frozen seafood isle and grab a bag of uncooked shrimp from there, then head over to the spice aisle and pick up a container of kosher salt. Thaw, peel, and dry said shrimp, then put them in a resealable container with enough salt to fill in the gaps and cover them pretty well. This will make them keep a lot longer, keep them from turning into mush, and also keep them on the hook longer. If you keep losing shrimp, you are likely getting picked by Pinfish. You can put on smaller hooks and try to catch them for cut bait, or switch to something more durable.
Aside from real shrimp, Fishbites in shrimp, bloodworm, clam, and sand flea flavor all produce well at different times. The great thing is they never come off the hook and you can keep them for a full year as long as you keep them sealed and not exposed to moisture. If bluefish are around, finger mullet will work well on a floating rig, or any number of artificials can be used to target them.