Sex to insects is more than reproducing. It's a battle of the sexes. Sperm wars have taken on an important context in the evolution and diversity of insects. Males constantly compete to make sure that they come out the victor and that other males can't gain access to their woman. But females, being the cheeky vixens they are, have evolved to manipulate which sperm actually fertilizes their eggs.
Females in the insect world often seek out various partners. It isn't unusual for her offspring to have a varied genetic code. But this allows for greater chances of survival. Of course, the male only wants to father his own offspring. The more of his own brood he can make, the better the chances his genes will be passed on. The male wants to spread his seed, while the female just wants the best man. Talk about conflicting interests.
Insects have evolved to take on the widest variety of penis shapes in the world. Take a look at the male damselfly for example. The male's penis has sharp horns at the tip and thorns down the side. It acts like a scrub brush by scraping out the sperm of other male rivals. He then deposits his own sperm once the inside of the female has been cleared out. This process removes ninety percent of the rival's sperm, thus guaranteeing the survival of his sperm.

Some males of other insect species have developed “chastity belts” to prevent other males from copulating with their lady. The semen once deposited inside the vaginal canal, hardens and creates a barrier. These barriers are called copulatory plugs.
In stick insects, males have gone one step further from plugs. They have become the chastity belt. They will attach themselves for weeks to females to prevent other males from fertilizing her eggs.

The male love bug makes an even bigger commitment. Once he has become joined to his mate, he remains there for the rest of his life in the act of copulation. Once they are done mating, the male will die. The female will continually drag him around until she lays her eggs.

While it seems that some male insects have found a way to spread their seed, some females have found an ingenious way to beat the males at their own game. Female cockroaches are capable of mating only once, and hold onto the sperm until they're ready to fertilize their eggs. In this way, she'll never need to have sex again. Even though the female cockroach will have sex once in her lifetime, she's capable of producing hundreds of thousands of offspring.

Thanks to the battle of the sexes between insects, they have become the most diverse population on the planet.