There are so many other types of insects that I grouped these into flying and ground insects. There are a wide variety flying insects that are all sizes and come in all colors which include flies, small 2 wing insects that are not flies, and many others. These insects are usually fast flyers which makes it harder to photograph. I usually focus on the eyes more so because of the fine detail that may be seen. These insects can have a rich color and more light helps bring that out.
When I am ready to focus on other flying insects photography, I find that early in the day is a good time to head out. It is cooler outside, and they are usually found in plants and flowers in open areas. When it gets warmer, they tend to hide a little more and when spotted fly off quickly. Usually I am looking for something else to photograph such as bees and they show up and I aim my camera at the subject. I use whatever camera I have, but I have found that using the Canon 100-400 telephoto gives be more flexibility. I have a soft flash with the diffuse.
Many times, I have a camera on the gimbal so moving to the subject quickly helps. Sometimes the subject is pretty focused on the flower or just resting, so this gives me more time to setup a composition. The depth of field I need depends on how complex the background is or if the entire environment needs to be captured.
Again, the kingdom of heaven is like treasure hidden in a field, which a man found and hid; and for joy over it he goes and sells all that he has and buys that field. Matthew 13:44