Carpenter ants for taste; have a flavor somewhere between a blueberry and a sweet-tart. Avoid all red ants (formic acid will tear your mouth up). For nutrition, it's hard to beat the preying mantis which has complex carbohydrates and B-vitamins. Among the worst (besides the obvious stinkbugs) is the ladybug. Couldn't get the taste out of my mouth for a day and a half. Earthworms aren't bad although not bugs, and some grubs (fat white ones) have a citric taste.
Roasted grasshoppers were a native American Indian favorite before endless buffets were invented. Stay clear of all spiders. Like mushrooms, you should know what you're getting into before eating...although I break rules all the time cause it's my area.
Go SRSR!