Dragonflies are great big colorful bugs, and every once in a while they will even sit still for the camera. I snapped this one with the Canon G6 (reduced flash) a few weeks ago at Mass Audubon's Stony Brook Refuge.
Not bad for a point and shoot. Here's what can be achieved with a real macro lens, in this case a Canon 100mm f2.8 on a DSLR, no flash. Click to see a detailed image of a dragonfly eye.
From just a few inches away, the depth of field is so shallow that only the eye is in focus, even stopped down to f6.3. Shallow depth of field is one of the inherent problems with macro, so for more depth of field a tripod and a specialized ring flash would be helpful in stoppping down further to f11 or f16.