As the number of human TFs have been discussed by the previous answers, I'll limit myself to Anopheles gambiae.
In the same issue of Science in which Holt et al. published a genome sequence for Anopheles gambiae (1), Zdobnov et al. published a comparison of the A. gambiae and Drosophila melanogaster genomes.(2) While the two species diverged about 250 million years ago, and the D. melanogaster genome is about twice the size of the A. gambiae genome, the two species still show broad similarities and a similar number of proteins.
The authors identified 6089 protein pairs as "clear orthologs", corresponding to 47% and 44% of the of the Anophelesand and Drosophila proteins respectively. One might thus be tempted to estimate the number of TFs in A. gambiae as similar to that in D. melanogaster. For the latter, the FlyTF database (http://www.mrc-lmb.cam.ac.uk/genomes/FlyTF/old_index.html) currently lists 753 putative site-specific TFs and 454 "well supported" candidates. More recently, Hammonds et al. identified 708 melanogaster genes "likely to encode sequence-specific DNA-binding TFs".(3)
Edit: You may also want to check out the following question on Biostars: http://www.biostars.org/p/53590/