In Hong Kong we have short, slim, long, thin and really quite large stick insects....as shown in these photos below. click on them for a full size view (parental warning, the man's face is quite scary)
Insects do not breathe through their mouths, but through their sides. They inhale oxygen and exhale carbon dioxide via holes called spiracles in their exoskeletons.
Insect respiratory systems are not patched into the animals' circulatory systems, as they are in humans, where the lungs exchange gases with the bloodstream. Instead, insects have a cardiovascular-like network of tubes, called a tracheal system, which delivers oxygen and ferries away carbon dioxide from each cell in the animals' bodies.