I've used WD-40* to remove bug juice from front ends before. Never scratched the paint but you need to make sure what you're using isn't too abrasive. Also waxing the front end often has helped me not get too many bugs stuck on the front end. But if you don't let the bug juice fry into the clear coat, it will be easy to remove.
WD-40 is full of solvents and will strip the wax off of your paint so probably not a good idea for car shows. The best thing is to carry a bottle of quick detailer in your trunk and a good microfiber towel. Just soak the little buggers really good to soften them up and then wipe. Just remember spray more quick detailer on rather than rubbing harder. The best thing is to get them off as soon as possible. If you leave them there too long they will be hard to remove and will etch your paint.
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.