This Tree Nymph (Idea leuconoe) is perched on a cultivated variety of Anthurium, but I think still makes an interesting image.
This Mexican Bluewing (Myscelia ethusa) stayed still for long enough for me to try out a few compositions before it flew off. The foliage is neutral enough to be plausible.
When laying eggs, insects will often stay in the same place. This Malay Lacewing (Cethosia hypsea) took more than an hour to lay this batch of eggs. I used a small piece of silvered card to throw some light underneath it.
Butterfly houses are a great place to try out macro techniques. This a species of Charaxes.
Generally I try to avoid bright areas in the background, but this image shows that it is always worth trying new angles and ideas. The backlighting on this Malachite butterfly (Siproeta stelenes) is particularly effective.