Firstly, like chewybaws says, insects are animals. They are in the Invertebrate class of animals; those that don't have a vertebra like arachnids and worms etc.I don't consider insects animals, they are insects.
But getting back to the original question I feel that as honey is produced by bees for bees, like cow milk is for calves etc, then is is ethically wrong to take it from them. There are also the humane concerns of large-scale bee keeping such as killing off the bees in winter to keep costs done, removing the Queen Bee's wings so she can't fly away.... Small-scale bee keepers and hobbyists don't tend to do that though and they usually do care about their bees very much.
The honey bee is in real danger, they are being poisoned by pesticides and insecticides, their habitats are being destroyed, the Varroa mite is killing them and basically they are dying out. This is not just terrible for them but it threatens the whole of planet Earth. The planet needs bees because they pollinate the plants that other species eat, without bees (and other pollinating creatures) the plants would die out and then there would be nothing to eat.
I think that if someone is going to eat honey, they should choose to get it from small-scale bee keepers, organic if possible, and check-out the bee keepers to make sure they do treat their bees humanely. That way they are helping the bees but aren't profiting the uncaring large-scale producers.
As Richard says though, we do not need honey, so if someone just wants to help the bees then there are a number of things you can do and organisations you can support. You can even get bug nest boxes to give the little critters somewhere warm and safe to sleep. But probably the best thing you an do for bees is to plant shrubs and flowers that they like such as borage, buddleia (the butterfly bush), sunflowers, Asters, Lavenders - there's loads of info about which plants the bees love best on this site: http://www.themelissagarden.com/plants.html
If you really want to help the bees (and other pollinating creatures, and the world in general) then spend your money on plants, nest boxes and donating to the bee saving projects - you'll do a lot more good that way then buying one jar of honey every few months