Ants work wonderfully. The formic acid burns like hell, but it isn't strong enough to kill very much tissue, but seems to have an antiseptic effect. The only problem is they leave a really interesting looking scar. It's almost like a cross between a suture and a staple from what I've learned about them.

My grandfather had a wonderful "reminder of a stupid moment" on his arm where he did this/had it done while in Liberia.