IN THE USA:

• Insects (National Audubon Society First Field Guides)
• A Field Guide to Insects : America North of Mexico (Peterson Field Guides)
• Beetles : A Field Guide to the Beetles of North America
• Insects That Feed on Trees and Shrubs
• Dragonflies Through Binoculars : A Field Guide to Dragonflies of North America
• DK Handbooks: Insects

In the US, look at these specials at Amazon.com

IN THE UK:

• The Millennium Atlas of Butterflies in Britain and Ireland
• Collins Field Guide: Insects of Britain and Northern Europe
• Collins Field Guide: Caterpillars of Britain and Europe
• Collins Wild Guide: Butterflies and Moths of Britain and Europe
• The Dragonflies of Great Britain and Ireland
• Grasshoppers and Mantids of the World