The real trick to photographing dragon flys is to approach them head on. The have several Sensors on their heads and can detect movement and light change. When approached from the sides they will often fly away as you have cast a shadow or they have sensed movement. If you approach them from the front, they can see you, how far away you are and normally will let you get very close. Not all the time, but it gets much easier after the first one. In macro I have had the lens up to 1 1/2 inch away from these guys. Not all the time, but enough to the point they are no longer a challenge. Try getting down on their level and approach from the front next time you see one, believe me it gets easier and easier with practice.