Scolipede
A fast Pokemon with base 100 Attack is always welcome, especially when it comes as early as Scolipede. With moves like Megahorn, Strength, and Poison Jab, it does well into Grimsley and Caitlin (provided it outspeeds), but the offensive redundancy of Poison/Bug and Scolipede's low defenses give it trouble against opponents it can't OHKO.
Leavanny
The earliest of the Bug types boasts solid Attack and decent Speed and furthers its offensive presence with Leaf Blade, X-Scissor, and Swords Dance. It's an efficient choice against Trainers like Marlon, but Leavanny's six weaknesses, low defenses, and Friendship-based evolution make it inconsistent at best.
Galvantula
Though Galvantula is available comparatively late, it makes up for it with high Special Attack and Speed. Its defining niche is CompoundEyes Thunder, aided by Bug Buzz and Energy Ball for a diverse moveset. It comes just in time for Skyla and continues to be useful throughout the late-game, with just two weaknesses and the ridiculous power of a consistent Thunder.
Heracross
It's much easier to find Heracross in Black 2 than White 2, so players of the latter should use a different Bug type. That said, Black 2 players enjoy the unmatched damage output of Guts-boosted Megahorn coming off 125 Attack, reinforced by moves like Brick Break and Strength. Finding Heracross in Lostlorn Forest can be tedious, while waiting until Route 12 makes it more accessible (but much later). Despite its offensive power, Heracross is somewhat frail and can't deal with Unova's common Flying types.
You're a bit heavy on the physical attackers on your team, so I would say to go with Galvantula. Here's a set:
Galvantula @ anything
Ability: Compound Eyes
- Thunder / Thunderbolt / Discharge
- Signal Beam / Bug Buzz
- Energy Ball
- Volt Switch
If you do want to use one of the others, however, Heracross is the best physical attacker of the three.
Heracross @ anything
Ability: Guts
- Close Combat
- Megahorn
- Strength
- Rock Slide
Hope I helped!
