The ones with the yellow spots on their faces and large colorful eyes are male carpenter bees, they cannot sting you, they don't have stingers.
Believe me, I like to hold them in my hand all the time. They buzz, and some try to bite, but I generally don't hold them in a way that stresses them out too much and I usually let them go.
Unfortunately some people take advantage of these fellas, I saw one at the Renaissance Faire last weekend with a thin string tied around its neck. X.x; poor thing. It was tangled on some flowers, I cut the flowers off but I planned on taking him home to cut as much of the string off as I safely can with these small scissors I have. Unfortunately, he got giddy and flew off my hand, but I was a bit of a wiener because I had him sit on my finger open-handed. It was cute watching his little bee head look around and his little bee paws clean his antennae, but then he just flew away with this string and piece of purple flowers dangling underneath.
