Some commonly used stains for chromosomes are also aceto-orcein, aceto-carmine, hematoxylin, and Schiff's reagent – they can be used while dealing with insects as well. You can also consider the use of fluorochromes (DAPI, propidium iodide, chromomycin A3) if you have access to a fluorescence microscope (as Stefan Jean-Pierre Haas suggested), however, they are rather expensive.