The Legend of Zelda: Twilight Princess - Golden Bugs Guide / Locations

Bug	Location	Map
Male Ant	Kakariko Village Graveyard. Head up the stone steps and examine the tree to the north west.
Female Ant	Kakariko Village. Enter the abandoned house on the west side of town (it is next to the Barnes’s Bomb Shop). The ant will be crawling on the floor inside the house.
Male Phasmid	Hyrule Field (Eldin Province). Go to the south end of the bridge and observe the interior of the gateway. You should see a small glowing orb, use the hookshot or boomerang to pull it towards you, it turns out to be the Male Phasmid!
Male Butterfly	Hyrule Field (Lanayru Province). You will see the butterfly flying around a cluster of pink flowers, just to the south of Hyrule Castle Town.
Female Butterfly	Hyrule Field (Lanayru Province). Head east from Hyrule Castle Town, towards the ledge that is covered in leaves/plants. Use the hook shot to grapple onto the ledge and climb up onto it. You will notice another cluster of pink flowers on this ledge, the Female Butterfly will be flying around it.
Male Ladybug	Hyrule Field (Lanayru Province). From the Castle Town South Road, take the central exit that leads to Hyrule field. As you exit the stairway that leads to the Castle Town, immediately turn to your right and you will see a large mound of earth surrounded by patches of flowers. The Male Ladybug will be on this mound of earth.
Female Ladybug	Hyrule Field (Lanayru Province). From the Castle Town South Road, again take the central exit that leads to Hyrule field. Head down the birdge and to the left side of the courtyard, where you will notice three trees planted beside each other. Check around the trees until you notice the Female Ladybug.
Male Snail	Sacred Grove. Enter the tunnel to the south west. Just as you enter, turn around and look around with your hook shot, there should be a shining golden bug just up above the entrance. Now just grab it with your hook shot to get the Male Snail!
Female Snail	Temple of Time. Head down the stairs, and turn left into the area beside the stairs. There will be a golden bug on the wall of the stairway, and you will need the hook shot or boomerang to get it.
Male Dayfly	Gerudo Desert. This bug is found flying around in the southern central part of the desert. It's very easy to spot at night.
Female Dayfly	Gerudo Desert. This bug is found around the south east area of the desert. In this area, there are numerous trenches and crevices in the ground, the Female Dayfly will be flying around in one of them. Once again, this bug is much easier to spot at night.
Male Pill Bug	Hyrule Field (Eldin Province). Head to the bridge that allows you to talk over the Kakariko Gorge. Head to the area immediately south of the bridge, you will notice the bug flying around it.
Female Pill Bug	Hyrule Field (Eldin Province). This bug is found in the south west area of the ldin Province, right next to a single tree surrounded by clusters of flowers.
Male Stage Beetle	Hyrule Field (Lanayru Province). East of the bridge that leads into the Lanayru Province, you will find a large, lone tree. The Male Stage Beetle can be seen hanging on the side of the tree, you will need the hook shot or the boomerang to get it.
Female Stage Beetle	Hyrule Field (Lanayru Province). Head to the road which leads to the mountains, but rather than taking a left towards the mountains head up the right side road. While going up this road, keep to the east and you will eventually see the Female Stage Beetle on the side of a rock, above a large boulder.
Male Dragonfly	Zora's Domain. As you enter the Zora's Domain, jump in the water and swim over to the ledge to the west. Run up the path and you'll notice the bug flying around above a crate.
Female Dragonfly	Up Zora's River. This bug will be floating around outside the boat rental house, once again you will need the boomerang or hook shot to get it.