The main bugs that really bug me are clegs, midges and wasps, with clegs being the worst.
Clegs are what we call a horse-fly and they are pretty common here. They give rather nasty bites, which take 2 to 3 weeks to fully heal. Like mosquitoes, their bites are not felt until long after they've flown off. When a cleg goes after me, it will persistently try landing until it is swat dead, very annoying when it flies behind my back or when carrying something. Unlike midges, they come out even when it is windy.
Midges are basically like miniature mosquitoes, difficult to see, yet give rather itchy bites that last a few days. They are present when the air is calm and swarm particularly bad when it is overcast, making it very unpleasant to do any work outdoors.
Wasps are most annoying during the late summer and fall, which means we generally never eat outdoors. I remember last year looking forward to a seafood festival and ended being unable to sample much food as the wasps were persistently flying around my face even despite the heavy crowd there, very annoying.