¡Hola Spanish Language Lovers!
Gustavo Balcazar has published an interesting presentation on SlideShare about expessions and sayings that involve animals. My absolute favorite is Tener la mosca detrás de la oreja. It is used when you have an instinct or an intuition that something is going to occur, that is to say, that you use this saying to express that you suspect that something is going to happen. If you expect that something negative is going to happen, you can use this saying to say that you smell a rat.
Also, Spanish Podcast.net has an entire podcast devoted to this expresion: