Do you have cable TV? On Tuesdays on the Travel Channel the show Bizarre Foods with Andrew Zimmern (a guy from MN) shows him going around the world eating weird stuff especially bugs that are eaten in other countries. I love that show cos I get to try a lot of "weird" foods since I work with all sorts of immigrants who always like to "see what the white guy thinks of this". But I'm not the typical freak out and run away type, I'll try it whatever it is. I figure it hasn't killed them yet so my chances are good. So far the weirdest stuff I've had is: baby duck eggs (this is like aborted duck eggs with fetal ducks inside not just raw eggs), durian fruit (pew!), duck heads, fish heads, chicken feet (think "chicken french fries"), something I call "squid lasagna" but I don't know what it was they called it, different somali goat dishes....
Nobody's whipped a bug on me yet at lunch but in high school a pal of mine once smoked a june bug in a bong! lol!
edit:
Come to think of it, the record shop sells boxes of chocolate covered crickets at the checkout counter. I never saw anyone buy them though! I'll try 'em if they're free but I'm not curious enough to blow $4 on them.