Some insects don't camouflage themselves, on the contrary they appear openly but use signs and colouring to protect themselves. For example the wasp tells us with it's black and yellow strips that it ahs a poisonous sring. However not all animals with similar warning markings are actually poisonous. An example is the Hover Fly which has no sting and is in fact perfactly harmless. It resembles the wasp only for protection.
There is one type of stick insect which is particularily noticable, namely the Peruvian Stick Insect (Oreophoetes peruanas)

As you can see in the picture, this insect is especially striking. These warning colours mean the same thing in all animals: Look out, I'm poisonous or unedible!
In the case of phasmids it is usually the second which applies, as they secrete a substance with which they can spray their attacker from a distance of up to 30cm! We can imagine this as a kind of weak pepperspray. This is one possible defence strategy.
Leaf insects don't have this technique, as unlike the peruvian {farnschrecke} they are though their resemblence to a leaf perfectly camoflauged.
A praying mantis has likewise no waring colourings or markings.
We can say therefore that the warning technique is usually seen only in Stick insects.