The best way is to take a towel that is soaked with hot water and let is sit on the bugs for 10-15 minutes before washing.
Here is a pro-tip. Drive through a rain storm....best bug remover available.
Actually in the field, we spray on all purpose cleaner, let it sit 5 minutes, brush, then into the automated car wash. This is the commercial way, no time to mess with clay bars or dryer sheets.
might be fine if you're driving a crap commercial van or car you don't care about, but that's the ghetto way. claybar and instant detailer is the right way to do it.
and if that's how you treat your cars than i'll be that other dude's 88 camry that you ripped on in this thread for being as old as you are is probably in better shape than anything you drive http://forums.anandtech.com/showthread.php?t=2108735&highlight=
I've found orange degreaser works pretty well. It's caustic though. Make sure it doesn't dry, and DON'T get it on the windows.
Warm water and soap does work very well. Oh, it will get them off, eventually. Just be prepared to scrub the crap out of it. I clean cars for a living at a rental company. Out of my very limited supplies, the degreaser is the only thing I've found that works. Foam based glass cleaner and a soft cloth also does it for smaller patches.