These are very simple and lots of fun, so many different kinds too. Here are a few.
These are Grasshopper antennas made from a headband and 1 package (25 count) of green pipe cleaners. The pipe cleaners are twisted around the headband to give it a furry look. The antennas are also pipe cleaners twisted around (you guessed it) a pipe cleaner and then secured to the headband with a pipe cleaner!
These are bumble bee antennas made from a headband, 4 black pipe cleaners and 2 yellow pom poms. Each antenna is just one pipe cleaner, secured with a pipe cleaner and a pom pom glued to the tip.
You can do the same for a ladybug just use red pom poms instead of yellow.
These antennas are firefly antennas but could be used for lots of different bugs. They are made from a headband, a package of black pipe cleaners (25 count) and 2 black pom poms