Arthropod Phylogeny

Arthropod relationships revealed by phylogenomic analysis of nuclear protein-coding sequences in Nature.

The evolutionary interrelationships of arthropods has long been a matter of dispute. A new phylogeny applies an arsenal of techniques to more than 41,000 base pairs of DNA from 75 arthropod species. The results support the idea that insects are land–living crustaceans, that crustaceans comprise a diverse assemblage of at last three distinct arthropod types, and that myriapods (millipedes and centipedes) comprise the closest relatives of this great 'pancrustacean' group

See also Surprising New Branches on Arthropod Family Tree
The the newly defined sister group to the Hexapoda (insects and related species) is the Xenocarida or strange shrimp some unusual recently discovered marine crustaceans. So insects are actually more closely related to some oddball marine crustaceans than other terrestrial arthropods such as spiders.