I posted this a year ago and it made team 17's top post's for worms 2 = - ).
Heres a bug that I think is pretty cool, and it isn't to buggy either.
First use any weapon that can aim down (such as kamakazie); then jump up fast then press the F8 key to switch to the ninja rope and shoot down. The ninja rope has just been shot down and now you can go flying, good trick.

very old indian rope trick -_-

Yeah, that trick's a good one :)
If you're interested, there are some more recent ones with videos here (http://computerhead.biz/forum/viewforum.php?f=20).