Read my preceding sentence. Unless you’re in a locust swarm, you’ll never gain enough calories from stinkbugs, aphids, dragonflies or grasshoppers or ants to make catching them or gathering them worth it. In North America or Europe, same goes for termites. Even a dragonfly — huge compared these other bugs — weighs 1 gram, tops. You want to try collecting 200 of them to make a small burger’s worth? A black ant? You need as many as 150,000. And then much of that is chitin, which is non-digestible.
The only larvae I’ve ever seen in enough quantities to eat were gypsy moth and tent caterpillars... and they’re not edible; I can’t speak about the tropics.
I’d have to say that if you’re starving and willing to eat bugs, they skip over the one bug plentiful enough and large enough in North America to be worth your bother: cicadas. They don’t just show up once every fourteen years... they’re always there, just usually they’re hidden underground.