so far i found shooting early morning by far more forgiving as during the day or in the afternoons. Our six-legged friends seem to be still a bit groggy at that time of the day and then there is also a lot less air movement. Low light is an issue but can be countered by flash, but its also a very nice soft light.
During the day there is a lot more light, eliminating the need for flash, but the light means heat and heat means the little buggers are on the run.
Afternoon and evening has beautiful light, our friends prepare to sleep but usually a lot of wind which means even if they dont run they move....
Dragonflies are very friendly, can go as close as 10-20cm as long as you dont shake their resting place... so enough time for setting up of a tripod, focusing, composition. Same for grasshoppers, crawl to them and you get very close. Spiders dont move as well unless they are jumpers... be careful with those, they are light sensitive and the flash makes them move!
Handheld is the best to shoot, gives you a lot of freedom but i seem to be too jittery, either my DOF is at the wrong place or there is blur...
in the end i shoot a lot and hope that one or two are good