I have an embarassing bug/sex story....
Is that tmi? oh well...I was in a long-term relationship at the time...but my boyfriend's room was nasty. Well the whole apartment was less than clean - and he had a female roomate who was the sloppiest girl I'd ever known.
Anyway -they had a roach problem - so really it was amazing that I'd even step foot in the place as I hate hate hate roaches. But I always figured we were safe on the bed

Why I don't know - it's not as if Roaches don't climb...
Anyway...there we are having a lovely tender moment when I feel something tickling my ear, I figure it's his hair as he had very long hair - then I feel something tickling my arm....
I brush it away and it's a roach...and I jumped up SCREAMING....grabbed clothes and told him I'd never come back to his place unless he cleaned his damn room and bought bug spray.
*shudder*
Other than that, I've had the occassional swallowing of an unkown insect whilst riding my bike - but no bugs have really freaked me out like that...
Roaches are by far my biggest bug fear. I hate them. hate. I know they can't hurt you but I just find them to be the most vile of creatures.