I don't think I'm really afraid of any bug. Though I avoid the ones I know are nasty. I think it has a lot to do with growing up in Arkansas. That place is like bug capital USA. Plus I lived in the country, so there was always a myriad of living critters all over the place. We had red wasps, tarantula killer wasps, hornets, killer bees, tarantulas (one walking up the wall in our kitchen one night), dirt dobbers, bees, ticks, chiggers, cow ants (that's what we called 'em), red ants, and black widow spiders. I'm not sure there is really anything else left!
My dad had a shop building with two floors, and through an opening in the ventilation, red wasps were coming in and building nests. We had found through trial and error that the best thing to kill them was industrial strength engine degreaser. No joke. One little "pfft" of that stuff, and that'd fall right to the ground, and be dead before they hit the ground. One day we armed ourselves, one can in each hand, and went upstairs. They had been building nests in the cracks in the ceiling (it was one of the those metal shop buildings), and with wasps flying around us, we zap, zap, zapped them all dead. It was a hoot.
I can remember busting open dirt dobber nests and finding all these spiders in there. Dirt dobbers find spiders and paralyze them with their venom, and then lay eggs on them. They then place them in the mud nests. That was a fascinating foray into biology. Because you'd open up the nest, and there'd be this myriad of squirming, lathargic spiders writhing around amidst the mud. Fascinating.
Every Black Widow spider I found, I killed - promptly. Well, after watching them for a bit. They're really beautiful creatures. I remember going to the Boston science museum looking at a black widow, and being wholy unimpressed. "Got ones twice that big back home", I found myself saying!