I am currently building a bug hotel in the bottom of our wood, which we are currently trying to make a little more wildlife friendly. I will post a picture when it is complete. But what a good bit of fun!
Have a look at how to construct one out of recycled materials
http://www.merthyr.gov.uk/English/EnvironmentAndPlanning/Countryside/Documents/How%20to%20Build%20a%20Bug%20Hotel.pdf