There are only seven Bugs in the game (unless you count the Scarab of Bounty, which I'm not.): Annoying Gnats in the Hood; Eats, Cockroach King; Buzz, Vampire Mosquito; Icky Bugs; Phil, Bar Fly; Zelda, Bag Lady Bug; and Black Locust.
Bugs are a nice little nuisance and can aid any deck. Their main problem is that they don't support each other much. Also, being small critters, none of them have more than Vitality 3, leaving them open to many AOEs.
Pairing them off
Eats and Annoying Gnats are immune to fire. Also, Gnats are immune to fear and Eats is immune to creatures with OCB 0 (that's great against a lot of creatures with special abilities!).
Icky and Phil: Icky Bugs get a bonus for opponent's Gold icons, Phil gets bonuses for all Beer icons. Nice team against Pirates.
Phil and Buzz: Oddly, only two of the seven bugs actually fly.
Gnats and bugs: Gnats get an AOE bonus for other bugs, but after the second or third match-up, how many cards do you think you're going to get? You have a better shot or getting something with Elemental Lords.
Pairing with other cards
Zelda helps when you have useless items. At least you can get something for them.
Phil is nice in a Clamjack or Disciple of Entropy deck (those disciples are a bunch of freaking alcoholics!).
Buzz, naturally, goes well with a Vampire/Vampire Lord them deck, but it's unresolved (to me, anyway) whether or not Buzz is, in fact, a "Vampire". (My house rule is that he IS a Vampire because he acts like a Vampire.)
Black Locust is the odd Bug out. He seems to exist just to be a nuisance card -- a chance to force your opponent to burn Stones. Link it with a Limited Big Time Rebate to get a space.
You cannot build a deck around "Bugs" in general, though you may want to use certain Bug cards in your deck. They don't really form the basis of a good secondary class.
Differing opinions welcome.
No Pest Strip: Hand Magic Item. Up Number 4.
Play as a command card.
All Bugs can't fight and don't count for control of the space, but can still be secondary attacked.