Insects make for great macro photos. They look quite different up close, but that closeness also makes taking photos of them tricky. At distances that measure in inches, there is a problem with the depth of field being quite small. More often than not, a good portion of the insect is out of focus. That alone won't ruin a photo as long as key elements like the eyes and the antennae are in focus.
Still, with shots where the aim is to capture the delicate intricacies of a dragonfly's wings, it's going to take some patience. The only way to capture such detail is to make sure the wings are parallel to the plane of the camera.
Most of these were taken in Rockefeller State Park in New York over the course of many, many, hikes.
Dobsonflies aren't particularly photogenic so I don't have any pictures of them. However, this link to Google will show you what they look like.
What does a Dobsonfly look like?