In many parts of the world, mosquitoes are the insect to be worried about. They spread malaria and other diseases, and in developing countries they are still very prevalent. Countries such as the United States, however, aggressively handled such problems by cleaning up swampy areas near where people live, and thereby reducing the breeding grounds for mosquitoes. The biggest bug-born disease carrying threat here in the U.S. is probably ticks. Lyme disease is the most commonly reported illness from ticks. From a map of reported cases for this disease, it is most prevalent in the Northeastern part of the United States.
There were over 22,000 confirmed cases of Lyme disease in 2010. It is readily treatable with antibiotics, but the problem is that the symptoms can be confused with other illness, such as coming down with the flu, so you may not know you have it until the symptoms progress to include joint aches and swollen lymph nodes. There are a number of tick borne illnesses besides Lyme and some are even more serious. If you live near a wooded area or any place where there is likely to be ticks, you may want to wear clothes that have been treated with Permethrin, which can repel and kill ticks through about 70 washes when professionally applied to clothes. Having this done to shoes is most important as they frequently crawl up them to get up to the skin. Checking your kids for ticks after they have been out playing near where ticks may be is another sound precaution.