Centipedes and millipedes are the only insects that creep me out, although I did work up the nerve to touch a giant millipede that was being shown by a local zoo. It wasn't as bad as I thought but then again, it wasn't crawling on me. *shudders*
Spiders creep me out, too. And scorpions. I'm usually fine with 6 leggers, but after that, it's a no go. Caterpillars get by because they're fuzzy and cute and they usually turn into butterflies. But that's it.
My cat chases them. He'll kill them. If he can't reach them, he'll wait and yell. That's how I know he sees something. Even spiders. He sees things I can't. I hit them hard enough with a magazine to put them through the wall.