To take action shots of flying insects, you need three things: practice, patience, and perseverance. For every successful image you make, you'll probably shoot dozens, or even hundreds, of clunkers. But in the process, you'll get to enjoy fresh air, learn about insect behavior, and hone your photographic reflexes. You might even bag an image that you're proud of. Heck, you might even enjoy yourself. What could be bad?
I shot this honeybee a few days ago, just a few feet from my front door. I can hardly wait until later this summer, when I plan to shoot dragonflies in flight. Many dragonflies return to the same perch over and over again, so catching them in mid-flight isn't necessarily as hard as it sounds. You just need to set up your camera on a tripod, pre-focus, and start shooting when the dragonfly comes in for a landing.
Well, that's the theory, anyway! I'll let you know how it turns out. And who knows, I might even come back with some useful techniques.