If you do have insects then maybe you should get a small insect eating lizard to do the work for you. I've never had a problem with insects and spanish moss, but then I have very little spanish moss and lots of lizards.

The lizard sounds good.
I have heaps around the place and have never seen any insects.

I dont have any lizards around by me this time of the year, but I guess if the insects become a problem I could always get one at the pet shop. Hopefully the spanish moss wont come with any bugs, but I will swish it around some warm water for a few minutes, and then let it air dry just in case.

Thanks for all your input!

Nobody has any business selling ANY plant on-line that hasn't been thoroughly cleared of any insect infestation. Very bad business policy! This is exactly the reason why the import/export policies of the U.S. (esp. CA,FL, and HI) are painfully cruel.
This is the new poster put out by the USDA for California.

{{gwi:503232}}

WOW, California's not joking when it comes to plant polices! So far Ive never bought anything off the internet that has come infested with bugs, and thats the main reason why I dont buy plants from other countries (by the time a plant passes through customs maybe 3 weeks later, it will be half dead, if it passes customs at all).

When I get my spanish moss later this week, Ill update you on its condition! Wish me luck :)

I would rinse it vigorously in a 5 gallon bucket of water, and Gonzer is right there should be no bugs if it's shipped. I did have someone bring me back some Spanish Moss from Florida once, and it was full of bugs. A couple of good rinses like I described above took care of them.

Good news, I got my spanish moss and it is free of bugs (that I can see). Ill still rinse it in some water just in case, but I dont think I will have any problems :)

Thanks again for everyones help!