Izzie, I have to admit I'm not afraid to touch insects but that said I very rarely do when I'm trying to photograph them.
Keep in mind that you do not need to get too close if they are 'normal' sized (I mean not tiny). I use a cannon 100mm macro when on a walk in the country and it allows me to capture wild plants, and bugs/insects resting on leaves etc. (It was the kit I used to get the shot of the Orange Tip Butterfly I posted recently.)
Macro work involving extension tubes is a good bit more troublesome when the DOF becomes vey small, but I sometimes use a 13mm? extension tube on my cannon lens and can still use it handheld on insects in the wild.