Well aside from the variety of bugs that I'm force fed on every other ride or so, I have one bug story that nearly killed me.
I've been stung countless times since I was a kid and therefore had no real fear of bees, but on a ride last August I was stung on my face and immediately had an unusual reaction. It hurt more than normal, my whole face itched right away, and I felt my lips swell up big time. By the time I got to the local general store, my tongue was so swollen I couldn't speak clearly (didn't realize until my first attempt), and I could feel my throat rapidly closing up. Luckily the clerk, with zero hesitation called 911, and within ten minutes I was being rushed to the ER full of various IV's.
So now I don't go out without my epi-pen and a couple doses of Benedryl on board, and can never take any sting for granted anymore. It was a scary day.