According to this article, hummingbirds can be stung.
Uninvited Guests
The article talks about bees stinging when they are fighting for a place at the hummingbird feeder; I don't have a feeder and haven't observed any problems, but of course that doesn't mean it couldn't happen.
I have hummingbirds who love my chuparosa shrubs and also like to sit in my Palo Verde tree, which the bees love too. Between three chuparosa, a red yucca and the PV tree, maybe there's enough for everybody...?