Kind of you to say that Phil but all 3 could be better. I don't mind though it is all part of the hobby trying to nail one pic just how you want it.
For insects I set the aperture to give me a depth of field that will allow all the insect to be in focus. I allow the ISO to go as high as 1600 if the camera thinks it is needed. Then I go out on nice sunny days, this will allow the shutter to operate fast enough to capture the figity little blighters.
So to answer your question
Aperture priority.
You can of course follow the flickr link and read all the camera settings if you fancy an exciting evening.