Most, I think all, insects have antennae. My least favorite is a fire ant. You could also try any variety of bee or betel. A monarch butterfly would be cool,as well as a moth.
Here are a few common insects with antennas. Moth's, a variety of beetles, centipedes, cockroaches, ants and all varieties of butterfly's. This list is by no means exhaustive.
There are several million from: Bee's, wasps, hornets, cockroach, beetles, butterflies, moths, dragonflies, mayflies, ants, giant water beetles, june bugs, walking sticks, grasshoppers, crickets, etc.