In my first ever game (red) I caught a weedle and caterpie, which I kept in my team ever since. I took them to the elite four challenge, in which beedrill was defeated, and the caterpie, I didn't bring into the fight, to prevent it from fainting.
After that, I played Sapphire, in which I seldom used any bug pokemon.
When I got Diamond, I caught a kricketot, which I evolved, and now use in my main team for Diamond.
So, yes, I do use bug pokemon. That aren't scyther.