Fireflies are still plentiful at night but you must get away from lights to see them. Don't overlook some of the smaller insects - i.e. mosquitoes or fleas. Both are easily caught though often difficult to pin. Each should be pointed though the fleas are often preserved in alcohol vials. Dogs usually yield a different kind of flea than cats, so collect some off of both animals and look at them under a microscope.
Mosquitoes are also neat to observe under microscopes.
Look for the halteres on mosquitoes. Insects have their favorite hang-outs and certain kinds can be found around particular spots year after year. It is important to look in different areas and to vary times as well as space for collecting. Many insects ride the winds of storm fronts, so after rains we can see different critters than we had in an area before. Monarch butterflies should soon begin to reappear - this time headed south.