Here in the United States we don't consider eating insects, other than as stunts on reality shows or in novelty candies like Chocolate Crickets (sold by Fluker's Farms). However, in many parts of the world, insects have formed a major portion of people's diets for years, and it's only through the westernization of these cultures that they've started to think that insects don't make proper food (DeFoliart 1999).
Thus it's refreshing to see that a recent UN study suggests that insects could be used as food sources to counter food-supply problems in some areas. In fact, the article points out, "Contrary to what many may think, caterpillars are not considered an emergency food, but are an integral part of diet in many regions according to seasonal availability. They are consumed as a delicacy." (via BoingBoing)
If you'd like to learn more about the worldwide consumption of insects, and the negative effects western culture is having on it, I highly recommend DeFoliart's (1999) review article. This article's description of the delightful taste of winged termites (better than a good steak, according to some) has made me want to try them ever since reading it.
DeFoliart, G. R. 1999. Insects as food: why the western attitude is important. Annual Review of Entomology 44: 21-50.