It's a real pain to get them to play. I usually try over and over again. I find that if I pursue the same dragon fly for eight or ten times, they eventually get tired and just sit there.
I'm shooting these on Manual mode on F16 / 1/125th / ISO 400. The larger F stop is for depth of field. All shots are ETTL strobed.
This particualr lens is really hard to use with a tripod. I rarely use one.
Once the dragonfly starts to play, I lay on my stomach. I hand hold the camera bracing my elbow on the ground. The lens is not autofocus (the focus is just to fine for that). I simply watch through the viewfinder moving the camera/lens ever so slightly until I see it come into focus. Then a gentle roll on the shutter release to get the image. I think the lens doesn't focus farther than eight inches from the subject. Most of these are under five inches lens to dragonfly.
J-