Insects can be collected from any private property as long as you have the permission of the owner of that property, so that means you can collect from your backyard, your friend's backyards, your school yard. Queensland Museum has plenty of info on how to collect (and indentify) insects yourself.
Insects can be ordered and delivered to your door from the following suppliers:
Minibeast Wildlife has a huge range of live insects that you can order!
Bugs for Bugs is a company that primarily supplies insects for Biological Control for crop growers, however, any member of the general public can order insects from them, the only limitation is a minimum purchase of 3 punnets per order. Click on the link provided for insects available and ordering information.
The Australian Insect Farm supplies insects for pets or classroom use. They offer a wide array of beetles, grubs and stick insects. Click on the link and see the catalogue for pricing and ordering details.
Mount Glorious Butterflies supplies an array of stick insects and butterflies. Click on the link for ordering information.
Butterfly Encounters supplies butterflies.
NOTE: You can not collect insects from National Parks or any Queensland Government managed properties as permits are only given for research conducted by adults.
If you want to collect from a local park, you need to contact your local council for permits.