Identification, Images, & Information
For Insects, Spiders & Their Kin
For the United States & Canada
Peterson First Guide to Insects of North America
By Richard E. White, Christopher Leahy, Roger Tory Peterson
Houghton Mifflin Co, 1998
ISBN: 0-395-90664-4
Cite: 2465
An excellent value, this book provides a wealth of information. You will be able to identify most things you find to a family. An entomologist recommended this book to me and said that he uses it almost everyday.

Definitely good to have
It's pitfully cheap used and a good way to discover some basics:

What's the difference between a bee and a fly?

A wasp and a fly?

And so on. You might outgrow the book quickly, but you'll learn a lot in a short period of time. Highly recommended!