In addition to the awesome bug choices you have listed, I would like to bring up a Dragonfly as an option as well. Dragonflies have one of the highest kill rates in the animal kingdom (something upwards of 90% success rate), meaning this would be a serious fight. It could even work as a roaming enemy like a dragon in fantasy games, fitting its name really well.
Other bugs (well not actual bugs I suppose) that could be very scary but cool to fight would be scorpions and centipedes!