The Common Hover Fly (Ischiodon scutellaris) would have to be one of my favorite insects to photograph as their behavior allows for some interesting shots.  Firstly, their ability to hover in one position almost flawlessly gives the photographer the chance to shoot them in flight which is almost impossible with other insects, particularly flies.  Even when startled, these Hover Flies will often return to the same spot you first found them, giving you a few more chances at get then photo you want.