In the order Hemiptera, or the true "bugs" in an entomological sense, we find a few forms that may carry disease.
"Insects and Diseases" by Rennie W. Doane
This treatment is applicable to the orders Coleoptera, Hemiptera, and Orthoptera.
"Directions for Collecting and Preserving Insects" by C. V. Riley
The Hemiptera are especially interesting as an order from the variety of aquatic insects included therein.
"Encyclopaedia Britannica, 11th Edition, Volume 13, Slice 3" by Various