Check out Arthur's Insect Clip Art. He has a really nice selection of insects and other bugs, and they're free as long as you're not using them for commercial purposes. Arthur also has collections of clip art in a number of other assorted categories, which you can access from his home page. He's got some excellent images, definitely a cut above what you normally find in free clip art. And he has a guestbook too, so if you appreciate his site please leave him a message!