Oh, it's interesting. They use trehalose, which is a glucose disaccharide, as their mobilized form of glycogen (glycogen tending to be a large, bulky storage polymer). I think we have to convert liver glycogen to glucose for transport through the bloodstream.

Insects are also better at using fat than we are - insect flight is predominantly fueled by trigylcerides (triacylglycerol), which is converted to diacylglycerol in the insect fat body, and popped into lipoproteins for transport (because they're nonpolar and hemolymph is polar). The lipoproteins are transported to muscle, where the diacylglycerol is popped out and converted to free fatty acids.

The interesting piece is that we also have high-density lipoproteins and low-density lipoproteins, but ours are used for different purposes (I'm not as familiar with what, since I've focused on the insect story so far).