SCOLIPEDE YES IN BEFORE MAJOR FANBOYISM
Heheh, that aside, let's talk about all the Bug-types that I really like...
Venonat line - A cool looking moth Pokémon, even if some people have bad memories of Venomoth from Sky Tower in PMD...
Scyther line - A rather generic choice to include, but they're strong and have a lot they can use.
Heracross - Strong, I like that horn, and it's just a good Pokémon in every sense of the word.
Wurmple line (Beautifly more particularly) - I never realized how much I like Beautifly until I used one in my recent OR Wedlocke. Not only is its design cute, but Quiver Dance and a Special Attack boost makes it more formidable.
Venipede line - You guys know me. xP A boss megapede that weighs over 400 pounds but is really fast, and has a lot of cool moves. And Speed Boost too. This thing is the shit, and always will be to me.
Karrablast line - Only one weakness (albeit a 4x), pretty solid stats all-around except for speed, and Shell Armor, which is nice. And Generation VI gave it quite a bit more to use, and the design is cool as well.
Joltik line - I like this typing a lot, and Compound Eyes boosted Thunder is fun to fire off. I've used it a handful of times in Generation V before and it's a lot of fun.
Volcarona - A Pokémon based on the sun. Quiver Dance. Massive Special and Speed. No more explanation needed beyond that.
And there you have it.