I first saw a "clockwork insect" in my professor's office two years ago. I've since noticed them at steampunk fairs and online, and I think they're really beautiful. It makes a great conversation starter, and can even give rise to philosophical debate. And if you're very careful, you could turn it into fascinating jewelry!

I didn't have any immediate plans to make one of my own, but when I found this beetle dead but intact on the side of the road, I knew it was time to try my hand.

Step 1: Materials

Beetle (find a dead one?)
Clockwork pieces (you can get these really easily on Ebay)
Silicone adhesive
eXacto knife/scalpel
Ethanol

Recommended:
Tweezers
Chopsticks
Pins
Black fabric (to lay out gears on)
Twist ties

Step 2: Open Beetle

This step is surprisingly difficult. Or maybe I just let my beetle sit around too long; perhaps it would be easier on a fresher beetle.

Lay out your work space: a work surface you can clean easily, ideally something disposable.
You'll need your scalpel, some tweezers, I used a pair of chopsticks occasionally.
Definitely prepare a cup of ethanol to sanitize things.

Hold beetle with tweezers where the thorax meets the abdomen. Carefully insert blade into the back end of the beetle. Work the abdomen apart from the wings. It will likely begin to pop! open.

You'll want to dip your beetle into the ethanol pretty regularly, if it's anything like mine. The alcohol will cut the smell. (Plus it gets bloody, and regular dipping helps wash the guts off.)

Step 3: Empty Beetle

Scrape out the insides as cleanly as you can. Dip and regularly change out ethanol.

Twist ties bend into a variety of shapes, and I found them quite helpful in scraping out the beetle's interior.

Get it as clean as possible; anything you don't scrape out will probably rot later.

Step 4: Assemble Gear Train

We can take a little break from the beetle. I left mine soaking in ethanol overnight (though that didn't really change anything- it even still smelled pretty bad).

Put your gears together in a way that will (a) fit into the beetle and (b) look like a working gear train. Mesh some teeth together.
It would be awesome if you could actually make this beetle do something with the gears- actually, if you manage to make a working gear train that interacts with the beetle, I'll give you a three month Pro membership if you post an instructable on it.

But I'm not quite that ambitious.
Glue your gears into position with some silicone adhesive.