I just read a valuable tip in The Outdoorsman's Emergency Manual (1976) by Anthony Acerrano:
To find aquatic insects, upturn underwater rocks, especially in shallow, fast-moving water. In deeper water, a cloth tied to two poles makes a useful net for collecting the insects. Place the net downstream, near the bottom of the stream. Then start kicking over rocks to disturb the streambed. Incidentally, aquatic insects also make excellent bait for fishing.
Offered by Mike.