Bug grabbers. Sometimes your hands will work well for this, but for super small or dangerous looking insects, it is best to use forceps (which is really just a fancy name for tweezers).
To kill or not to kill jar. This is entirely up to you. If you would just like to observe and let go of the insects you have trapped, you might want to have a jar that has holes in the lid, and where you can keep a small amount of food. If you would like to keep the insects alive, it is best to take a sample of the host plant that you found them on. However, insects should be happy with one of the following: veggies, fruits, oatmeal, or honey, or if they are insectivorous, fruit flies or small crickets. However, if you would like to keep your insects forever, you will have to kill them once you catch them. You can do this by setting up a simple kill jar. Simply get a jar, with no holes in the lid. Take a napkin or tissue and wet it with nail polish remover (active ingredient—ethyl acetate) and put it inside the sealed jar. This will kill the insects within a matter of minutes. You can also freeze your insects to kill them, but you have to ask your mom before just sticking a praying mantis next to the chicken nuggets.
Field notebook. Whether you are just observing or observing, collecting, and pinning, you will need a field notebook. You can use your notebook to record who caught the bugs, where exactly you caught them, and what day you caught them. Also, you can make observations about the habitat, what other insects were around; even draw pictures of what you collect! Sometimes the observations in a field notebook are more valuable than the specimen—and, without the labeling information, the specimen will lose all of it’s worth.
Alcohol (optional). If you find immature insects, such as maggots or caterpillars, or if you capture aquatic insects, you will need to store them in alcohol. 70% ethanol works best; however, rubbing alcohol is inexpensive and will do the trick. Make sure to totally submerge the insects, so that they do not dry out.
Hand-held strainer (optional). We used to use these to strain the pulp out of lemonade and orange juice. However, they also work fabulously as a makeshift aquatic insect trap. Stick it into some muddy water, or rummage around in some stream pebbles, and Voila!—instant aquatic insects.
Pinning box. To keep a collection of insects, you will have to set aside a place where the insects won’t be disturbed, by say your baseball cards or marble collection. Even a shoe box would work in this instance. However, you need something to stick the insects into. Once you pin through the exoskeleton of the insect (always pin through the right side of the thorax or abdomen), push the pin into Styrofoam lining (for instance) for support. Straight pins used for sewing will double as insect pins in this case.