Lovebugs were my favorite insects when I was a kid, back when I had a severe insect phobia. They were the only bugs I could ever be comfortable around, because I knew that they would not hurt me and it tickled when they landed on my hand and crawled around.
They are still my favorite insects <3
other than those though, I also appreciate predatory insects like spiders and dragonflies. They help keep a lot of annoying insects off our own backs (literally). Wasps though, ughhhh i cant stand them. the wasps we have around here are nice though, they are the more docile and creative small-nest-building mud-daubers that dont mess with you unless you mess with them.