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Here's a useful mnemonic for remembering their treatment:

"Use Ammonia for a Bee sting,
and Vinegar for a Wasp sting"

(A is followed by B, and V by W).

Coincidentally "A-B, V-W" also provides a mnemonic for their Latin family classifications because:

Apoidae are Bees - and - Vespidae are Wasps.

Another useful thing to remember is that throughout the order of Hymenoptera (ie. Bees, Ants and Wasps), only the females sting, so the probability of being stung at all may be less than you think!