It is much too easy to just kill insects. I prefer the challenge of catching and releasing them outside.
Its actually pretty easy when you get used to it, use a small paper cup and an index card, if the insect is on a surface you can simply land the cup on it then slide the index card underneath and escort the bugger outside.
If the insect is flying it becomes more tricky but usually after a bit of observation you can determine their usual flight path (bugs behave very programatically which makes it easier to predict their movements).
Try turning on one lightsource in the room if luring out a moth.
Flys tend to look for dark surfaces to hide on when they want to escape but to explore look for light, so try opening a window and ushering the flies out and that usually works, if not just make sure you are standing in the way of dark surfaces so you can keep an eye on the fly at all times and try just catching it in mid air with the cup.
If you do it in a fluid motion with both your cup and the paper landing around the fly simotaneously it makes it easier to catch, their reflex is to do a 180 from incoming objects but finding a perpendicular axis to the fly's flight path can allow easy capture. After that simply release it out the window.
It makes a fun game, and helps save the environment (remember if you kill a fly and throw it away it will just decay into some undisposable trash heep, but a fly outside can feed a bird, and we all like birds (or should)
As far as bees go, one, dude you're a prick.
Two, bees are very social and relatively intelligent, just short of spiders. You can usually communicate to them your intentions by not overreacting (your body automatically releases pheremones which inicite an energy of panic in the area) and in stead calmy directing the bee outside. One technique that works alot of the time is rubbing your fingers of one hand together like you are spinning a pencil or something leading away from the bee toward the direction outside you want it to go. Often times I find calmy saing "No Bee, go outside" does the trick, unless they are confused as to how to get outside (in which case just do the leading tactic)
