One of the techniques favoured by really good insect macro-photographers is to set the subject against a white background. It has the advantage of highlighting peripheral details such as hairs, legs, antennae and wing venation unless they are very pale and putting the creature in strong contrast to the plain, uncluttered background. It also has the advantage of being truthful about the fact that it is a studio shot. Plain white backgrounds rarely exist in nature.
Once the photo is downloaded (or is it uploaded?) to your computer you run it through Photoshop for a bit of post-production. For these photos I used some of the tips outlined by Ted C MacRae in his blog Beetles in the Bush.