Insect Collection
Start your own insect collection. Mount and label a variety of insects and expand your collection over time. First, pick a location. Your own backyard is a good place to start. Find insects that have died, and use a board or similar flat surface to mount them, using pins or whatever method you find easiest, and label the insects you have collected.
Raise an Insect
Raise your own insect. Madagascan hissing cockroaches are a popular choice. You can observe your insect over time. Depending on which insect you choose, use the Internet or resource books to research its natural environment, mating behavior and eating habits. Most insects are highly social creatures, and you may want several so they will have company. Note any special care your insects need. You can raise your insect in a small tank--similar to a fish tank, but without the water. Fill the tank with a suitable surface, such as plants or pebbles. Be sure to customize each tank for the specific species of insect you have chosen.
Ant Colonies
Find and study an ant colony. Ant colonies are a common sight in most countries, and your own backyard may have one. Identify the species of ant. Sit for a half-hour or so every few days and observe the colony over time. Make notes on the size of the colony, where the ants go to find food, whether they bring materials back to the nest, etc. You may wish to turn your notes into a presentation.
Hiking
Take a hike or walk around a rural area and observe how many insects you see. Going at different times of the year, at night and during the day, can reveal a vast diversity of insects. Cut a gauze square 1 meter by 1 meter. Place it on the ground, wait an hour or so and count how many different species of insects land within the square. Use a field guide to identify each species. Then, either at night or during the day, a week later, or possibly a season later, lay the gauze in the same place and compare how many insects you find with the original number. Again, make notes on your findings, take photos or make drawings, and you can put together a project book or a presentation.