Keep the car waxed to the 9th degree and that does help.
When I get to a show, I spray a 50/50 mix of window cleaner/water on the front end, let it soak for 2 or 3 minutes and wipe it off. The bugs come off easily. Then, I apply Maguier's Detailer or Gold Class wax, depending on what I think the car needs.
The best thing to do is not let the bugs on the car. I also put a front end cover or "bra" on the car if I'm planning to travel very long in bug country.
The one I have is from SVT and fits my Cobra very snug. No flopping or marks from vibration at all and I've had the car and cover for almost 10 years.