They don't bother me that much, and some I actually like.
I like beetles and mantises and the like. I even like spiders, unless they are in my bathroom or near my bed.
I hate cockroaches. I'm not sure why. Maybe they are just disgusting to me.
I have a friend though, who is deathly afraid of spiders. To both a hilarious and disturbing degree.
Oh, and I don't like millipedes or centipedes. I just don't trust anything with that many legs.