This is without a doubt the strangest thing I've seen done with a Hexbug.

The guys over at Backyard Brains are developing circuitry that can control the direction a cockroach walks. Starting with a donor brain from a Hexbug Inchworm and a handful of parts, they are developing the ability to steer a running cockroach.

Check out their blog post at Backyard Brains for more information.