In case anyone's interested in what I did last summer, you can see it all here: pdid.grinnell.edu. Click the "guest login" button, and then get to the CERA Insect Collection, and you will see many extremely close-up, extremely high-resolution (13 Megapixel DSLR camera) photos of tons of insects. In addition, once you've waited (a somewhat long time) for one to load, you can go to the info on the left, click on a link, and see a Quicktime Virtual Reality 360 degree view (at a lower resolution, naturally) which you can rotate at will. On the "not recommended" list are most of the grasshoppers, katydids, and crickets, in addition to all the obvious ones. (Those bigger-bodied insects smelled really, really bad.) I also contributed to the photographs in the Physics Museum collection, but I haven't seen any of mine up yet. (For what it's worth, most of the insects aren't yet either.)
Enjoy!