Neat topic
Think it also depends
very much on the level of 'macro' you use to observe them. Butterflies and Damsels etc. certainly have some aesthetic appeal as a whole, but once you get to the intricate mouth parts (or even thorax/flying muscles) etc they soon become little 'monsters' again. I think actually with most insects (invertebrates) the 'beauty' pretty much stops there. Head anatomy is fascinating and maybe 'beautiful' in it's functionality or 'engineering', but aesthetically beautiful ... don't think so.
But back to the original question. The ones that first sprang to (my) mind as 'ugly' are the critters that cover themselves in dirt such as the
Trogulidae (somehow quite disproportionate) or the nymphs of some
Reduviae . But in a way their 'uglyness' makes them all the more interesting
Cheers! Arp