For me, it really just depends on the bug. Generally if it is a harmless insect, I try to combat that mental fear or picking it up, i.e. roaches or mosquito hawks.

However, I do not like giant tobacco worms...ugh. And you know those house centipedes that crawl around your house really quickly? They scare the freaking crap out of me. T^T

TE mentioned mites, but my theory is that if I can't see it without a microscope then I don't really care. XD

I really like learning about some really weird-looking creepy crawlies. Nonetheless, I think that a lot of bugs, like honeybees, are really under-appreciated.