There are plenty of biting insects around, and the mosquitoes can be
downright obnoxious at times (especially if you are sleeping outside).
Carry some kind of insect repellent (except in winter). Liquid
repellents seem to last longer than sprays.
Watch for ticks in brushy areas. No matter how hard you try you will
probably get some anyway. Never pull one off. The proboscis usually
breaks, whereupon infection may occur. They are best removed by applying
rubbing alcohol (Some of the more obnoxious ticks seem to get “bombed”
and then hang on for dear life.) or a hot instrument such as a recently
burnt match.
Rattlesnakes do occur in the western part (particularly in the
badlands), although you would be doing well to see one.