Generally I love the 'caterpillars', but I shall do this in order!
Beautifly
Without question, Beautifly is my favourite of the lot. It's so pretty, elegant, nimble, and above all it's surprising. It's a Pokémon that you'd never expect to be a good battler, but when you get him some support and really give it a go, Beautifly can shine like he was designed to. It's an astounding change from something as off-putting as Wurmple, but I guess that's the beauty of evolution. But don't take my word for it - just ask May.
Butterfree
For similar reasons to the above, Butterfree is a big favourite of mine too. It's not the most exceptional and it certainly isn't good for any kind of battling, but it has a certain elegance surrounding it that Bug types really deserve. I do wish he had some better stats, but Butterfree really shines out as a notable Bug-type. It's just a shame Beautifly does the job so much better!
Leavanny
I'm not a fan at all of Leavanny - it's quite a creepy design for a Pokémon - but I absolutely adore the base form Sewaddle. It's only of the cutest Pokémon out there and the Grass/Bug typing gives an interesting twist to the battle scene. The huge 4x weaknesses are a big shame and the designs of his evolutions just get worse and worse, but Sewaddle is my favourite of the base-form caterpillars so the family is quite high up on my list.
Beedrill
Once again, I detest the final (and middle) stage of this family, but the base form is quite the cutie. Weedle's a Pokémon that I've always had an unexplainable interest in - there's nothing overly unique or interesting about it, but for some reason it's a very appealing Pokémon to me. Perhaps it's because it's so basic, or perhaps it's the innocent and vulnerable nature, but Weedle's a Pokémon that I've always loved. It's just a shame I'm terrified of his evolutions!
Dustox
Ew ew ew ew ewwwwwwwwwwwwww. Ew. EWWW. Ew ew ew. The only slightly redeeming thing about this 'Pokémon' is that it's from the same line as Beautifly. Dustox offers nothing even remotely charming in its design and his battling abilities are awful to boot. It's not often I find a Pokémon that I truly hate, but Dustox is one exception to that rule. Moths alone are bad enough, but then making it look so damn ugly? Ughh.
New Pretty Thing
So that just leaves the new thingy! I don't actually know much about it yet but from the designs I've seen it looks pretty cool. I haven't rated it in with the others to avoid an unfair ranking, but I've got high hopes for it. I've always been a fan of these 'caterpillar' families so hopefully this new addition won't be another Dustox in the waiting. I've read about their types (the final form seems disappointing based on the family's!) and I've seen pictures of them all - they're nothing exceptional but they certainly can't be worse than some of the current ones haha. Looking forward to it, though!
(The amount of Wurmple hate in this thread is depressing </3)