Tape the window shut and observe your bug
What does it do in there? Does it crawl upward, or in all directions? Does it try to hide under the leaves? If you put two kinds of bugs inside the bug jug, does one try to get the other? Do any of the bugs nibble the plants?
You could use an insect identification book to identify your bug. You could draw a picture of your bug in a sketch pad.
Observe the bug for a while in a shady spot so it doesn't get too hot in your jug.
When you are done, set your bug free.
(The original idea for this activity was created by Jennifer Bové.)