Recently we put together this gift for our cousin.
Ours consisted of a bug vacuum, a straw for sucking up whatever little creepy-crawlys you happen to find, a container, a pair of tweezers, and a half-gallon jar covered with cheesecloth.
There are also a few links below.
Pet Bugs: A Kid's Guide to Catching and Keeping Touchable Insects
More Pet Bugs: A Kid's Guide to Catching and Keeping Insects and Other Small Creatures
Pets in a Jar: Collecting and Caring for Small Wild Animals
of your lids.