Although an insect bite and an insect sting are both painful, there is a big difference between the types of insects that bite and those that sting.
Venomous insects sting, injecting painful toxic venom through their stingers into your system. Non-venomous insects bite and inject anti-coagulant saliva so they can feed on your blood.

Wasps, hornets, yellow jackets, all bees, and fire ants are venomous. Chiggers, fleas, lice, scabies, bed bugs, ticks, and mosquitoes are non-venomous. Both may cause itching, but venomous stings cause local reactions such as pain, allergic reactions and intense swelling and redness. In sensitive individuals, a dangerous systemic reaction may occur, going beyond redness and hives to involve airways and circulation. These symptoms can be life-threatening and medical assistance should be sought immediately.
Non-venomous bites may spread diseases like Lyme, Rocky Mountain Spotted Fever, encephalitis, and malaria but for most people, they just cause maddening itches.

Using tweezers or fingers to remove a stinger injects more venom into the wound. It is better to remove the stinger by placing the edge of a dull table knife against your skin next to the stinger. Using constant firm pressure, scrape the knife across the skin surface and the stinger. This pushes the stinger out without injecting more venom.
To avoid stinging insects, don’t wear perfumes and scented lotions or bright clothing when spending time outdoors. Biting insects can be repulsed by insect repellent, and discouraged by covering as much of your skin as possible with clothing, hats and socks, especially around ankles, wrists and neck. Examine exposed skin and scalp for chiggers and ticks after an outdoor event.