One of the most curious and exotic things I ever tasted are Maguey's worms. It happened a few weeks ago in Mexico DF, at Arroyo's Restaurant. These worms live in a cactus plant called Maguey and are cooked just with a bit of salt.
The taste is not as impressive as their appearance and you can eat a dozen without problem. Tequila can obviously help to eat all worms and specially when it is served regularly during the meal.
In case you don't want to eat these insects (in Mexico called "gusanos de maguey"), there is a sauce that gives their flavor to any dish (available in many supermarkets with international food).
