Many Thais who live outside of Bangkok eat bugs and really enjoy them. To the westerner this may sound horrible but one has to remember that Thailand is a tropical country with many jungle areas. Insects from the jungle are not the same as you may want to eradicate from your home because they are not completely full of germs like the housefly and the cockroach. Besides they mostly eat them deep fried and spiced up with a generous portion of chili. Common names for the insects they eat are the cricket, beetle, wood worm, bamboo worm and grasshopper. Believe me there are other un-identifiable bugs to the western eye, some seem quite large and ugly.
Sadly, I have not tried any of these bugs; but my curiosity is growing, so who knows. You can see the vendors on the streets like the one in the picture selling the insects all over Bangkok so they must be tasty to many Thais.