All I know is that thistle is very good for attracting goldfinches who love the seed heads. I know it's not insects but anyway. Good luck.

Nice idea but somewhat impractical - birds may pick off greenfly and other aphids growing on taller stems of plants like clematis, etc., but usually, the infestation is so heavy your plants succumb to the infestation before the birds get them all. A lot of birds (swifts are a good example) wait for evening on a hot day, when the aphids are flying in great clouds, and eat on the wing so to speak.
Only advice I can offer is that any plants you grow will create a place for insects, in particular the more native varieties. In sun, things like lavender, thyme, rosemary, nasturtiums, calendulas, in shade, Comfrey, lamium maculatum, pulmonaria, monarda. Don't buy double flowered forms of plants - these have no nectar and so insects are not attracted to them.

I imagine you feed the birds all year, that is the first thing to do. Secondly, there needs to be shelter for them, so taller shrubs required so they don't feel exposed and are not in danger from predators. As Bamboo says, any planting will encourage insects, helpful to the gardener and otherwise. Obviously you musn't use sprays but I am sure you know that. A log piles encourages beetles and other ground dwelling insects. Flowering plants that flower from as early in the year as possible are essential - Bamboo has listed many of them, I would add crocus (sun) and hellebores (shade). In my garden, roses attract greenfly and hence blue tits. I garden organically, and have never had an infestation so bad that the birds cannot deal with it. As mentioned, thistles are good for insects and birds (seedheads are winter food for finch species). I would recommend Cirsium rivulare 'Atropurpureum', and any of the eryngiums Eryngium variifolium being one I grow. Verbena bonariensis is good for butterflies and all manner of insects and the birds feed on the seeds in the winter. An obvious plant is the annual sunflower, the perennial sort being large and sometines invasive, and other annuals such as cosmos and nicotiana (pollinated by moths and hence, you may see bats). Basically, if you plant, there will be insects, if you feed the birds all year, they will visit your garden and eat the insects and in the winter, if you leave your plants standing and don't tidy too much, the birds will eat the seed heads and the insects will live amongst leaf litter and in old stems.