I generally use "critter" to include arachnids, millipedes, centipedes, and insects. "Insect" or "buhgs" for insects. This goes back to a classmate I had in one of my undergraduate classes. He was from far west Texas and had a drawl like crazy. One day, he made the comment "Iff'n it's gawt more'n four lehgs and goes cah-runch when ye step awn it, it's ah buuuhg." (the word bug being sustained for nearly a full second). "Or mebbe ah spahder."

You did see that I gave you a species for that specimen earlier, right?