For the non-entomologist bug photographer, identifying insects can start out as an intimidating exercise, but the first place I go, being a resident of North America, is the indispensable BugGuide.net. I am not familiar with the sites specific to other parts of the world, but I know they are out there. (Feel free to post them in the comments!)
And so it was I went to the guide to identify the weevil pictured above. I went strictly by appearance which can have its pitfalls, but I am fairly confident I narrowed it down to a couple weevils. They were both similar in appearance, but the Butternut Curculio was what I decided on. In this case, it helped to know the environment I found this insect in. It was underneath a large butternut tree, so it seemed like the obvious decision. Of course, I still remain anything but an expert, so please consult your weevil scientist before using this ID for essential purposes.
That is kind of how it goes for me. Sometimes it takes a while; sometimes I already have a good idea of what bug I am trying to identify, and I can pick it out more quickly. Another good general purpose bug identification site is What’s That Bug? I have used it to great success on more than one occasion (and have submitted some photos too!). Another way to get the proper taxonomical name is to follow photographers in your area who are likely to find same or similar bugs; I like to go to Jenn’s page on Flickr as we are both in Massachusetts. So I hope that is somewhat helpful for the bug enthusiasts just getting started; happy ID’ing!