Angelina Jolie can actually tell you what insects taste like. As this book confirms, the actress has eaten a Cambodian cockroach and bee larvae.
However, one doesn't have to travel to the Third World to sample insects. There has been at least one restaurant in New York City (operating for a few years now) that serves a grasshopper taco. So what does grasshopper taste like? Mike Peed, a food critic for The New Yorker, reviewed the restaurant Toloache in 2008, and the final sentences of his review offer his blunt assessment:
Inquire about a grasshopper taco and hear (the chef say), "I was born in Oaxaca. We used to catch them in our backyard by the handfuls. They are delicious!" Curious, lifelike, not delicious.