Although not an insect photographer I was thrilled when some friends invited me a couple of years ago to go and photograph Praying Mantis (Mantis religiosa) in an abandoned quarry in southern Germany. The spring day was very hot and the animals could be expected to be active.
I took my macro lens and a tripod (among a few other things, of course) and walked into the quarry which abounded with tall grasses and shrubs. It took some time to see the insects as they are protected by camouflage
As the animals are able to observe their surroundings attentively as can be seen by their turning their heads following the photographer, I soon abandoned the use of the tripod and followed them around the stems shooting handheld:
Some of them were mating and the difference in size between the male and the female is striking:
It seems that females devour their mates after the act but only in captivity. Here the male managed to get away quickly enough.
Some females were ready to lay their eggs as shown by their swollen abdomen:
By the way, the colour difference appears to be based on the colour of the environment where the insects moult. Close to the ground they are more brownish whereas up in the foliage they become bright green. That’s what someone told me that day and I had to believe it. But I found a reference confirming this theory, albeit an old one: http://pubs.esc-sec.ca/doi/pdf/10.4039/Ent76113-6
All photos in the following link: http://hhsiegrist.zenfolio.com/praying_mantis