If you want to use specimens, you should probably work with the types of insects you are most able to collect in your area. Typically, students enjoy researching insects that are either interesting or beautiful.
Butterflies and beetles make particularly good specimens to collect because they are large and plentiful in the spring. You can identify them down to the species and also compare different specimens from the same species. Another exciting project would be to take a specific geographic area and catch as many different insects as you can to then examine the variety of species in that limited area. You could also compare the species you find in an undisturbed wildlife area with one in a nearby neighborhood that has human activity. Here are some research questions to get you started:
1. How many different kinds of beetles are there in (state name of a place)?
2. How many different species of butterflies can be found in (place)?
3. How many different kinds of insects are found in (place)?
4. What is the difference in the quantity and variety of insects between an undisturbed area and one disturbed by human activity?