Interesting experiments referenced. I think I my personal assumption was that fish could maybe feel pain, and insects probably couldn't. But now one of those is answered.
I saw something (can't find source right now) that insects don't feel pain. The key observation was that insects with injured legs don't favor that leg at all. The evolutionary explanation is that pain is a survival mechanism to avoid further damaging an already-damaged body part; if the organism doesn't live long enough for its body parts to heal, it doesn't benefit from feeling pain.