Ok, my two best bug stories (lengthy so that they have context):
First, a disclaimer. I do not like insects, but my fear of bugs is pretty much in direct proportion to their ability to actually harm me. Which is to say mostly anything that flies and stings (I am no fan of black widows either, but so long as they stay in their web, and I stay away from their web, we are cool). And I am a fan of an aggressive defense -- as in see wasp, squash wasp. BTW, I should note that I had an apartment in Philly for two years in a newly renovated (at the time) building called Locust Point where in two years of living I had exactly FOUR (4) total insects total ever discovered inside the apartment. Remarkable (and lovely).
So, story #1:
Anyway, in Philly, where they grow 'em big: my senior year at Penn, lived with 7 frat guys in an off campus house. Actually only 5 of them were in the frat, the other three of us were just friends needed to fill out the house roster. Gorgeous house BTW -- Michael Milikin's (the billionaire junk bond king) son had lived there the year before and had spent some godawful amount of money renovating the place and putting in beautiful tiled floors, thick stained glass windows, polished wood, new appliances etc.) -- but it was NOT bug proof. So one lovely spring day, noonish, I am hanging in my room with one of the housemates (who had just got done smoking enough weed down the hall that you could have got high off his breath), + the window is open (second story, but still barred because this is West Philly, but the bars are maybe 4-6 inches apart) and suddenly in through the window buzzes the biggest damn bumblebee I had ever seen in my life. Housemate, brave stoned soul that he was, took off running and yelling down the hall. But of course its my room, so I can't (if I leave, how can I ever return and be sure its not lurking). And what follows is a hilarious half hour long battle between me and the bumblebee in which I am halfway out in the hall with a towel to flick at it, dirty laundry (balled up socks etc.) and pelting the hell out of this damn insect trying to convince it to vacate the premises. It was HUGE. Landed on a lamp I had in there, and I'm not exaggerating, was almost as big as the head of the lightbulb (broke the lamp when I through a sock at it too). So the bee would get pissed, fly at me, and I'd swing the door shut, then I'd swing it back open after it veered off and throw another smelly sock at it. FINALLY convinced the damn thing to leave + didn't open that window again until another misadventure, this time with a girl I really liked near finals...but that's off topic.
Story 2: Same house, some 4 months later. Remember 7 other guys in the house, basically an off campus frat house in a lot of ways (and held a lot of basically frat parties there) -- cleanliness is NOT a virtue in that place. So we get a roach infestation. And I mean INFESTATION. And when you have roaches in Philly, you have to watch out that they don't eat YOU. There are streets in West Philly where late at night huge roaches the size of small housecats and resembling Madagascar Hissing Cockroaches roam the streets moving from one garbage pile to another. So anyway, the infestation gets bad, and then all my jackass roomates take off for the summer. Well, I'm paid up through the summer, its a nice place, I stay on prepping for law school. With the roaches. No huge deal for me since I have long ago written off the kitchen and become self sufficient in my room (when you can see the roaches moving around inside the microwave because they blot out the digital readout you know you have an issue). But that girl is still there, and I am inviting her over more and more often. And it is a cool place. And we've still got the ping pong table upstairs (ever play strip ping pong....er...anyway

) and before too long other scattered friends and acquaintances stuck in Philly for the summer, summer school etc. start hanging out. So one night, 8-10 people over, including the girl of course, and we're standing around the ping pong table (which is located upstairs in the kitchen (which is large)). Forget who was playing. Not important. Ball gets spiked off the table, + I move to catch it before it rolls over the balcony and falls into the living room below. And as I reach down darting out from underneath one of the kitchen counters is a roach the size of my damn hand. And my hand ain't small. It is so damn big that you can clearly hear it scuttling. Well, I let out a girlish yelp, then another when I slammed my head on the bottom of the ping pong table from jerking upright, and since I had bare feet as well I concluded my undignified response by hopping up onto the kitchen counter so the damn thing wouldn't crawl up my foot. Eveyrone had a good laugh until the thing ran out the other side of the table where they could see it and THEN there was lots of running and screaming. Since there was nothing handy to munch it with, and everyone with shoes on had run off down the hall, I just sat there, let the thing survey the air with its not so little antennae, and then turn and saunter leisurely back underneath the counter. Never did see it again. Then again, really didn't use the kitchen much at ALL after that. And certainly not barefoot.