Insects are highly developed to respond to smell. The fruit fly, Drosophila melanogaster, has genes for over 50 odorant-binding proteins which can be found here and genes for over 120 chemoreceptors, which include both odorant receptors and gustatory receptors.
There is a link to the FlyBase entry for each gene where further information can be found.
There is less information about other insects, but indications are that each has a large repertoire, honed to its particular sources of food.