Female Stag Beetle
The Female Stag Beetle is located around the part of Hyrule Field to the north of Castle Town. In the higher grounds of north Hyrule Field there is a rocky path. Take the south path and you'll see Tektites hopping around. Along the north wall is a cave (blocked by a large boulder). Just above it and to the right (Wii) or left (HD) the golden bug can be seen.
The Male Stag Beetle is also located around here.