I'm making myself feel bad
Why would you do something as awful as making yourself feel bad on purpose?!
I would like to punish myself for my bad behavior
You don't have to encourage your own bad behavior, but you shouldn't punish yourself. You should develop healthier relationships with your actions so that you're less likely to repeat negative ones.
I want to be stung by insects for doing something bad
That seems excessive. Instead of trying to hurt yourself for doing something bad why don't you do something good to make up for your bad deeds? Maybe volunteering or learning a new skill?