I am sort of a 'bug person'. I don't actually have any bug pets but have always been interested in them (especially ants whose social complexity fascinates me). And I have seen some of the larger species do seem to take to being a pet. My only experience is that if you put your arm out still when a butterfly or large moth is about they occasionally will land on you. They seem curious. Anyway recently I saw one bug that would make the coolest pet, if only they were still around. Meet the Arthropleura Centipede. Seven feet of fun and frolic! A great guard bug btw.