Bugs generally only fall into the "interesting" category when they don't irritate or bite you - but there can be exceptions.
Flies that attempt to get into every orifice and moths that self destruct on camping lights are pretty irritating, whereas mosquitos can be both irritating and dangerous. The scenario is a familiar one. You have sprayed your bedroom/ tent 15 minutes before entry, as recommended (because the insecticides have so many nasty things in them they are probably equally dangerous for humans). You carefully close the mossie net behind you, get into bed and 30 seconds later there is the dreaded zzzzzzz as a mossie does a recce flypast of your head! In the UK that's just irritating, but in Africa its also potentially dangerous because of the risk of contracting malaria.
There are many anti-malarial tablets on the market. I happen to be using Doxycycline (mainly because they are expensive and we had 100 left over from our last African trip). Dox has to be taken daily - but there are side effects - they can make your skin more sensitive to the sun and if I don't remember to eat before I take them they make me feel sick.
Getting back to interesting bugs, however, Richard Bennett (eccentric - in a fun way - Oxford trained botanist, who breeds butterflies for a living in Watamu) pointed out the bug in the photo to me, which is interesting/ fascinating in a scary way. It is called an "assassin bug" and is aptly named, because if you are another bug and it bites you, you are history - in seconds!
The assassin bug zaps its prey with its proboscis, injects toxins which liquefy the innards of the prey and then sucks them out! Obviously it cant do that to humans, but if it zapped you it would still be significantly worse than irritating!