I personally like ants alot.(I'm sure you can tell.) They're strong,smart,fast,abundant,some are bigger than your thumb,some have bites as painful as a bullet,and the way they have colonies with millions of induviduals is fascinating to me.
Ants really are very fascinating, anatomically, physiologically as well as socially. Plus there's a huge diversity of ant species with different aspects and characteristics.
I also like the membracidae, or treehoppers. They have very special and different looks, as you can see here.
And dragonflies are really beautiful insects, and fun to look at flying around. Also imagine how big they could get in the carboniferous! (Look up meganeura) What I particularly like in dragonflies are the larvae and their hunting method: